test.phi.omni {SetTest} | R Documentation |
calculate the right-tail probability of omnibus phi-divergence statistics under general correlation matrix.
Description
calculate the right-tail probability of omnibus phi-divergence statistics under general correlation matrix.
Usage
test.phi.omni(prob, M, K0, K1, S, onesided = FALSE)
Arguments
prob |
- vector of input p-values. |
M |
- correlation matrix of input statistics (of the input p-values). |
K0 |
- vector of search range starts (from the k0th smallest p-value). |
K1 |
- vector of search range ends (at the k1th smallest p-value). |
S |
- vector of the phi-divergence test parameters. |
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 = matrix(0.3,10,10) + diag(1-0.3, 10)
test.phi.omni(runif(10), M=M, K0=rep(1,4), K1=rep(5,4), S=c(-1,0,1,2))
[Package SetTest version 0.2.0 Index]