Description Usage Arguments Details Value Author(s) References Examples

This function takes a bunch of p-values as input and ouput the Higher Criticism statistics as well as the decision (rejection or not).

1 | ```
HCdetection(p, alpha = 0.5, pvalcut = NA)
``` |

`p` |
A vector of size |

`alpha` |
A number between 0 and 1. The smallest alpha*n p-values will be used to calculate the HC statistic. Default is 0.5. |

`pvalcut` |
A number between 0 and 1. Those small p-values (smaller than
pvalcut) will be taken away to avoid heavy tails of test
statistic. Set it to |

This function is an adaptation of the Matlab code here http://www.stat.cmu.edu/~jiashun/Research/software/HC/

Returns a list containing the following items

`H` |
0 or 1 scalar indicating whether |

`HCT` |
Higher Criticism test statistic |

Fan Yang <fyang1@uchicago.edu>

Donoho, D. and Jin, J., Higher criticism for detecting sparse heterogeneous mixtures. Ann. Statist. 32 (2004), no. 3, 962–994.

Ke, Z., Xue, L. and Yang, F., 2019. Diagonally Dominant Principal Component Analysis. Journal of Computational and Graphic Statistics, under review.

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