maxtest: Max test for detecting simultaneous signals

Description Usage Arguments Value Examples

Description

Given two sequences of paired test statistics, tests whether any simultaneous signals exist

Usage

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maxtest(T1, T2)

Arguments

T1, T2

paired vectors of test statistics, both must be the same length; must be stochastically larger under the alternative than under the null; must contain only positive values

Value

p

p-value

M

value of max statistic

Examples

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## generate paired test statistics
p <- 10^6; ## total number of pairs
X <- c(rep(0,p-30),rep(1,10),rep(2,10),rep(3,10));
## X=0: no signal in either sequence of tests
## X=1: signal in sequence 1 only
## X=2: signal in sequence 2 only
## X=3: simultaneous signal
set.seed(1);
Z1 <- rnorm(p,0,1); Z1[X==1|X==3] <- rnorm(20,3,1);
Z2 <- rnorm(p,0,1); Z2[X==2|X==3] <- rnorm(20,4,1);
maxtest(abs(Z1),abs(Z2));

ssa documentation built on May 1, 2019, 10:27 p.m.

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