typeIerror_Simes_mvtnorm: Calculate the type I error rate of the weighted Simes test

In itrimhoch: Improved Trimmed Weighted Hochberg Procedures and Sample Size Optimization

Calculate the type I error rate of the weighted Simes test

Description

Calculate the type I error rate of the weighted Simes test

Usage

typeIerror_Simes_mvtnorm(
  rho,
  adjFct = 0,
  alpha,
  alphavec = c(alpha/2, alpha/2)
)

Arguments

rho	the correlation coefficient between two test statistics
adjFct	a pre-specified constant in the improved weighted Hochberg procedure, called the adjustment factor or k value
alpha	the significance level
alphavec	a numeric vector of two values representing the weighted significance levels assigned to the two hypotheses

Value

the type I error rate

Author(s)

Jiangtao Gou

References

Gou, J., Chang, Y., Li, T., and Zhang, F. (2025). Improved trimmed weighted Hochberg procedures with two endpoints and sample size optimization. Technical Report.

Examples

typeIerror_trimSimes_mvtnorm(rho = 0, adjFct = 0, alpha = 0.05)

itrimhoch documentation built on June 8, 2025, 11:54 a.m.