p.tfisher {TFisher}

CDF of thresholding Fisher's p-value combination statistic under the null hypothesis.

Description

CDF of thresholding Fisher's p-value combination statistic under the null hypothesis.

Usage

p.tfisher(q, n, tau1, tau2, M = NULL, mu = NULL, sigma2 = NULL,
  p0 = NULL)

Arguments

q

- quantile, could be a vector.

n

- dimension parameter, i.e. the number of p-values to be combined.

tau1

- truncation parameter. 0 < tau1 <= 1.

tau2

- normalization parameter. tau2 >= tau1.

M

- correlation matrix of the input statistics. Default = NULL assumes independence.

mu

- the mean of TFisher statistics. Default = NULL.

sigma2

- the variance of TFisher statistics. Default = NULL.

p0

- the point masse of TFisher statistics. Default = NULL.

Value

The left-tail probability of the null distribution of thresholding Fisher's p-value combination statistic at the given quantile.

References

1. Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.

See Also

stat.tfisher for the definition of the statistic.

Examples

pval <- runif(20)
tfstat <- stat.tfisher(p=pval, tau1=0.25, tau2=0.75)
p.tfisher(q=tfstat, n=20, tau1=0.25, tau2=0.75)
M = matrix(0.3,20,20) + diag(1-0.3,20)
p.tfisher(q=tfstat, n=20, tau1=0.25, tau2=0.75, M=M)