stevehoang/pbayes: Convert p-values into Bayesian posterior probabilities
Version 0.1.0

A set of independent p-values can be modeled as draws from a mixture of beta distributions. This package provides tools to estmate such a mixture given some data. One component of the mixture is necessarily uniform, representing p-values corresponding to true null hypotheses. The non-uniform components of the mixture represent tests where the alternative hypothesis is true. Using the method described by Allison et al. (2002), p-values are converted to Bayesian posterior probabilities using mixture models and Bayes' rule. This Bayesian posterior probability can be interpreted as the probability that the alternative hypothesis is true. These probabilities can be combined using the standard rules of probability to perform composite hypothesis tests, as described by Erikson, Kim, and Allison (2010).

Getting started

Package details

Maintainer
LicenseMIT
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("stevehoang/pbayes")
stevehoang/pbayes documentation built on Feb. 5, 2018, 3:31 p.m.