herm_poly_diff_t: herm_poly_diff_t.R

View source: R/herm_poly_diff_t.R

herm_poly_diff_tR Documentation

herm_poly_diff_t.R

Description

Internal function to add up the infinite sum term in calculating the variance of S(t) when the test statistics Z_1,...,Z_d have a non-zero mean. See GBJ paper for more details.

Usage

herm_poly_diff_t(t1, t2, pairwise_cors)

Arguments

t1

t1 and t2 are interchangeable. One should be t-mu and one should be -t-mu.

t2

t1 and t2 are interchangeable. One should be t-mu and one should be -t-mu.

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 result of the infinite sum.

Examples

herm_poly_diff_t(t1=0, t2=0, pairwise_cors=rep(0.3, 10))

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