calc_var_nonzero_mu: calc_var_mu_nonzero.R

View source: R/calc_var_nonzero_mu.R

calc_var_nonzero_muR Documentation

calc_var_mu_nonzero.R

Description

Internal function to calculate variance of S(t) when the Z_1,...,Z_d have nonzero mean. See GBJ paper for more details. Vectorized in t.

Usage

calc_var_nonzero_mu(d, t, mu, pairwise_cors)

Arguments

d

The number of test statistics in the set.

t

The threshold which determines the properties of S(t).

mu

The common mean of the test statistics Z_1,...,Z_d

pairwise_cors

A vector of all d(d-1)/2 pairwise correlations between the test statistics, where d is total number of test statistics in the set.

Value

The variance of S(t) when the Z_1,...,Z_d have nonzero mean mu.

Examples

calc_var_nonzero_mu(d=5, t=1, mu=1, pairwise_cors=rep(0.3, 10))

ryanrsun/GBJ documentation built on Feb. 6, 2024, 1:21 a.m.