p.oGFisher {GFisher} | R Documentation |
P-value of the omnibus generalized Fisher's p-value combination test.
Description
P-value of the omnibus generalized Fisher's p-value combination test.
Usage
p.oGFisher(p, DF, W, M, p.type = "two", method = "HYB",
combine = "cct", nsim = NULL)
Arguments
p |
- vector of input p-values. |
DF |
- matrix of degrees of freedom for inverse chi-square transformation for each p-value. Each row represents a GFisher test. |
W |
- matrix of weights. Each row represents a GFisher test. |
M |
- correlation matrix of the input statistics. |
p.type |
- "two" = two-sided p-values, "one" = one-sided p-values. |
method |
- "MR" = simulation-assisted moment ratio matching, "HYB" = moment ratio matching by quadratic approximation, "GB" = Brown's method with calculated variance. See details in the reference. |
combine |
- "cct" = oGFisher using the Cauchy combination method, "mvn" = oGFisher using multivariate normal distribution. |
nsim |
- number of simulation used in the "MR" method, default = 5e4. |
Value
1. p-value of the oGFisher test. 2. individual p-value of each GFisher test.
References
Hong Zhang and Zheyang Wu. "Accurate p-Value Calculation for Generalized Fisher's Combination Tests Under Dependence", <arXiv:2003.01286>.
Examples
set.seed(123)
n = 10
M = matrix(0.3, n, n) + diag(0.7, n, n)
zscore = matrix(rnorm(n),nrow=1)%*%chol(M)
pval = 2*(1-pnorm(abs(zscore)))
DF = rbind(rep(1,n),rep(2,n))
W = rbind(rep(1,n), 1:10)
p.oGFisher(pval, DF, W, M, p.type="two", method="HYB", combine="cct")