mamml.stat: Compute the Model-Averaged Mean Maximized Likelihood

In harmonicmeanp: Harmonic Mean p-Values and Model Averaging by Mean Maximum Likelihood

Compute the Model-Averaged Mean Maximized Likelihood

Description

The model-averaged mean maximized likelihood (MAMML) is defined as the (possibly weighted) arithmetic mean of the maximized likelihood ratios from a series of likelihood ratio tests comparing mutually exclusive alternative hypotheses with the same nested null hypothesis based on the exact same data.

Usage

mamml.stat(R, w = NULL)

Arguments

R	A numeric vector of one or more maximized likelihood ratios. Missing values (NAs) will cause a missing value to be returned.
w	An optional numeric vector of weights that can be interpreted as prior model probabilities for each of the alternative hypotheses represented by the individual p-values. The sum of the weights cannot exceed one but may be less than one, which is interpreted as meaning that some p-values have been excluded.

Value

The model-averaged mean maximized likelihood ratio is returned.

Author(s)

Daniel J. Wilson

References

Daniel J. Wilson (2019) The harmonic mean p-value for combining dependent tests. Proceedings of the National Academy of Sciences USA 116: 1195-1200.

See Also

p.mamml

Examples

# For detailed examples type vignette("harmonicmeanp")
nu = 3
R = exp(0.5*rchisq(1000,nu))
mamml.stat(R)
p.mamml(R,nu,L=1000)

harmonicmeanp documentation built on May 29, 2024, 1:25 a.m.