| hrPr {PoolBal} | R Documentation |
Empirical UMP beta marginal rejection level
Description
Uses simulation to estimate the marginal rejection level for the UMP pooled p-value of a restricted beta family
Usage
hrPr(w, alpha = 0.05, M = 2, nsim = 1e+05)
Arguments
w |
numeric between 0 and 1 |
alpha |
numeric between 0 and 1 |
M |
integer sample size greater than 0 |
nsim |
integer, the number of simulated null cases generated |
Details
The marginal rejection level is the maximum p-value in a single tests which still results in rejection of the null when all other tests have a p-value of 1.
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 estimates the marginal rejection level empirically by simulating a specified number of null cases to give an empirical pooled p-value for the rejection level alpha.
Value
A numeric between 0 and 1.
Author(s)
Chris Salahub
Examples
hrPr(w = 0.5, alpha = 0.05, M = 10)
hrPr(w = 0.5, alpha = 0.05, M = 10) # decreases in sample size