R/PValues.R

In goncalves-lab/diffexpR: Statistical tests for detecting differential distributions based on the 2-Wasserstein distance

#'Compute combined p-value using Fisher's method
#'
#'Aggregates two p-values into a combined p-value according to Fisher’s method 
#'
#'@details Aggregates two p-values into a combined p-value according to
#' Fisher’s method
#'
#'@param x vector of the two p-values that are to be aggregated
#'
#'@return The combined p-value 
#'
.fishersCombinedPval <- function(x) {
    if(sum(is.na(x)) == 0) {
        p.comb <- pchisq(-2 * sum(log(x)), df=2*length(x), lower.tail=FALSE)
    } else if (sum(is.na(x)) == 1){
        p.comb <- x[!is.na(x)]
    } else {
        p.comb <- NA
    }
    return(p.comb)
}


#'Compute combined p-value using Fisher's method for several pairs of p-values
#'
#'For a given set of \eqn{N} pairs of p-values, aggregates each respective pair of 
#'p-values into a combined p-value according to Fisher’s method 
#'
#'@details For a given set of \eqn{N} pairs of p-values, aggregates each respective 
#' pair of p-values into a combined p-value according to Fisher’s method.
#' Applies the function \code{.fishersCombinedPval} to a whole set of \eqn{N} pairs of
#' p-values. 
#'
#'@param r vector of length \eqn{N} of the p-values corresponding to the first test
#'@param s vector of length \eqn{N} of the p-values corresponding to the second test
#'
#'@return A vector of length \eqn{N} of the combined p-values
#'
.combinePVal <- function(r,s){
    apply(cbind(r,s), 1, function(x)
        .fishersCombinedPval(x))
}


#' Compute p-value based on generalized Pareto distribution fitting
#'
#' Computes a p-value based on a generalized Pareto distribution (GPD) fitting. This procedure may be used in the semi-parametric 2-Wasserstein distance-based test to estimate small p-values accurately, instead of obtaining the p-value from a permutation test.
#' 
#' @param val value of a specific test statistic, based on original group labels
#' @param distr.ordered vector of values, in decreasing order, of the test statistic obtained by repeatedly permuting the original group labels
#'@return A vector of three, see Schefzik et al. (2020) for details:
#' \itemize{
#' \item pvalue.gpd: p-value obtained when using the GPD fitting
#' test
#' \item ad.pval: p-value of the
#' Anderson-Darling test to check whether the GPD actually fits the data well
#' \item N.exc: number of exceedances
#' (starting with 250 and iteratively decreased by 10 if necessary) that are
#' required to obtain a good GPD fit, i.e. p-value of Anderson-Darling test
#' \eqn{\geq 0.05}
#' }
#'
#'@references Schefzik, R., Flesch, J., and Goncalves, A. (2020). waddR: Using the 2-Wasserstein distance to identify differences between distributions in two-sample testing, with application to single-cell RNA-sequencing data.
#'
.gpdFittedPValue <- function(val, distr.ordered) {
    
    # list of possible exceedance thresholds (decreasing)
    poss.exc.num <- seq(from=250, to=10, by=-10)
    
    bsn <- length(distr.ordered)
    r <- 1
    repeat {
        
        # set threshold for exceedance according to paper
        N.exc <- poss.exc.num[r]
        
        # compute set of N.exc exceedances
        exceedances <- distr.ordered[seq_len(N.exc)]
        
        # check whether the N.exc largest permutation values follow 
        # a GPD using an Anderson-Darling test
        gpd.ad.check <- gpdAd(exceedances)
        ad.pval <- gpd.ad.check$p.value
        
        r <- r + 1
        if (ad.pval > 0.05) {break}
    }
    
    # calculate exceedance threshold for so-obtained N.exc
    t.exc <- (distr.ordered[N.exc] 
              + distr.ordered[N.exc+1]) / 2
    
    # fit GPD distribution to the exceedances using maximum 
    # likelihood estimation
    gpd.fit <- gpdFit(  data=distr.ordered,
                        threshold=t.exc,
                        method="mle")
    
    # extract fitted parameters
    fit.scale <- as.numeric(gpd.fit$par.ests[1])
    fit.shape <- as.numeric(gpd.fit$par.ests[2])
    
    # compute GPD p-value (see paper)
    pvalue.gpd <- (N.exc / bsn) * (1 - pgpd(q=val-t.exc,
                                            loc=0,
                                            scale=fit.scale,
                                            shape=fit.shape))
   
    pvalue.gpd <- as.numeric(pvalue.gpd)
    pvalue.wass <- c("pvalue.gpd"=pvalue.gpd,
                     "ad.pval"=ad.pval,
                     "N.exc"=N.exc)
    return(pvalue.wass)
}