R/p.soft.omni.R

#' CDF of omnibus soft-thresholding Fisher's p-value combination statistic under the null hypothesis.
#' @param q - quantile, could be a vector.
#' @param n - dimension parameter, i.e. the number of p-values to be combined.
#' @param TAU1 - a vector of truncation parameters (=normalization parameters). Must be in non-descending order.
#' @param M - correlation matrix of the input statistics. Default = NULL assumes independence.
#' @return  The left-tail probability of the null distribution of omnibus soft-thresholding Fisher's p-value combination statistic.
#' @seealso \code{\link{stat.soft.omni}} for the definition of the statistic.
#' @references 1. Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.
#'
#' @examples
#' q = 0.01
#' n = 20
#' TAU1 = c(0.01, 0.05, 0.5, 1)
#' M = matrix(0.3,20,20) + diag(1-0.3,20)
#' p.soft.omni(q=q, n=n, TAU1=TAU1, M=M)
#' @export
#' @importFrom mvtnorm pmvnorm

p.soft.omni <- function(q, n, TAU1, M=NULL){
  p.tfisher.omni(q, n, TAU1, TAU1, M)
}

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TFisher documentation built on May 2, 2019, 12:20 p.m.