hrPool {PoolBal} | R Documentation |
Empirical UMP beta pooled p-value
Description
Uses simulation under the null to approximate the UMP pooled p-value for a restricted beta family.
Usage
hrPool(w = 1, M = 10, nsim = 1e+05)
Arguments
w |
numeric value between 0 and 1 |
M |
integer, the number of tests to pool |
nsim |
integer, the number of simulated null cases generated |
Details
To test the null hypotheses that all p-values are uniform against a restricted beta family 0 < a <= 1 <= b, the most powerful pooled p-value linearly combines upper and lower tail probabilities of the chi-squared distribution with two degrees of freedom with weights w and (1 - w) where w = (1 - a)/(b - a).
This function computes the statistic given by this combination for a collection of p-values, and then simulates a specified number of null cases to give an empirical pooled p-value. It produces a closure so that the time-intensive simulation step doesn't need to be repeated.
Value
A closure which accepts a vector of values between 0 and 1 and returns a single numeric between 0 and 1
Author(s)
Chris Salahub
Examples
p <- c(0.1, 0.5, 0.9)
hr2 <- hrPool(w = 0.2, M = 3)
hr2(p)
hr5 <- hrPool(w = 0.5, M = 3, nsim = 100)
hr5(p)