test.bj {SetTest} | R Documentation |
Multiple comparison test using Berk and Jones (BJ) statitics.
Description
Multiple comparison test using Berk and Jones (BJ) statitics.
Usage
test.bj(prob, M, k0, k1, onesided = FALSE)
Arguments
prob |
- vector of input p-values. |
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. |
onesided |
- TRUE if the input p-values are one-sided. |
Value
pvalue - the p-value of the Berk-Jones test.
bjstat - the Berk-Jones statistic.
location - the order of the input p-values to obtain BJ statistic.
References
1. Hong Zhang, Jiashun Jin and Zheyang Wu. "Distributions and Statistical Power of Optimal Signal-Detection Methods In Finite Cases", submitted.
2. Jager, Leah; Wellner, Jon A. "Goodness-of-fit tests via phi-divergences". Annals of Statistics 35 (2007).
3. Berk, R.H. & Jones, D.H. Z. "Goodness-of-fit test statistics that dominate the Kolmogorov statistics". Wahrscheinlichkeitstheorie verw Gebiete (1979) 47: 47.
See Also
stat.bj
for the definition of the statistic.
Examples
test.bj(runif(10), M=diag(10), k0=1, k1=10)
#When the input are statistics#
stat.test = rnorm(20)
p.test = 2*(1 - pnorm(abs(stat.test)))
test.bj(p.test, M=diag(20), k0=1, k1=10)