stat.GFisher {GFisher}

Generalized Fisher's p-value combination statistic.

Description

Generalized Fisher's p-value combination statistic.

Usage

stat.GFisher(p, df = 2, w = 1)

Arguments

p

- vector of input p-values.

df

- vector of degrees of freedom for inverse chi-square transformation for each p-value. If all df's are equal, it can be defined by the constant.

w

- vector of weights.

Value

GFisher statistic sum_i w_i*qchisq(1 - p_i, df_i).

References

Hong Zhang and Zheyang Wu. "Accurate p-Value Calculation for Generalized Fisher's Combination Tests Under Dependence", <arXiv:2003.01286>.

Examples

n = 10
pval = runif(n)
stat.GFisher(pval, df=2, w=1)
stat.GFisher(pval, df=rep(2,n), w=rep(1,n))
stat.GFisher(pval, df=1:n, w=1:n)