pphi {SetTest} | R Documentation |
calculate the left-tail probability of phi-divergence under general correlation matrix.
Description
calculate the left-tail probability of phi-divergence under general correlation matrix.
Usage
pphi(q, M, k0, k1, s = 2, t = 30, onesided = FALSE)
Arguments
q |
- quantile, must be a scalar. |
M |
- correlation matrix of input statistics (of the input p-values). |
k0 |
- search range starts from the k0th smallest p-value. |
k1 |
- search range ends at the k1th smallest p-value. |
s |
- the phi-divergence test parameter. |
t |
- numerical truncation parameter. |
onesided |
- TRUE if the input p-values are one-sided. |
References
1. Hong Zhang, Jiashun Jin and Zheyang Wu. "Distributions and Statistical Power of Optimal Signal-Detection Methods In Finite Cases", submitted.
Examples
M = toeplitz(1/(1:10)*(-1)^(0:9)) #alternating polynomial decaying correlation matrix
pphi(q=2, M=M, k0=1, k1=5, s=2)
pphi(q=2, M=diag(10), k0=1, k1=5, s=2)
[Package SetTest version 0.2.0 Index]