test.phi {SetTest} | R Documentation |
Multiple comparison test using phi-divergence statitics.
Description
Multiple comparison test using phi-divergence statitics.
Usage
test.phi(prob, M, k0, k1, s = 2, 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. |
s |
- phi-divergence parameter. s = 2 is the higher criticism statitic.s = 1 is the Berk and Jones statistic. |
onesided |
- TRUE if the input p-values are one-sided. |
Value
pvalue - The p-value of the phi-divergence test.
phistat - phi-diergence statistic.
location - the order of the input p-values to obtain phi-divergence 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).
See Also
stat.phi
for the definition of the statistic.v
Examples
test.phi(runif(10), M=diag(10), s = 0.5, k0=1, k1=10)
#When the input are statistics#
stat.test = rnorm(20)
p.test = 2*(1 - pnorm(abs(stat.test)))
test.phi(p.test, M=diag(20), s = 0.5, k0=1, k1=10)