| p.tfisher.omni {TFisher} | R Documentation |
CDF of omnibus thresholding Fisher's p-value combination statistic under the null hypothesis.
Description
CDF of omnibus thresholding Fisher's p-value combination statistic under the null hypothesis.
Usage
p.tfisher.omni(q, n, TAU1, TAU2, M = NULL, P0 = NULL)
Arguments
q |
- quantile, could be a vector. |
n |
- dimension parameter, i.e. the number of p-values to be combined. |
TAU1 |
- a vector of truncation parameters. Must be in non-descending order. |
TAU2 |
- a vector of normalization parameters. Must be in non-descending order. |
M |
- correlation matrix of the input statistics. Default = NULL assumes independence. |
P0 |
- a vector of point masses of TFisher statistics. Default = NULL. |
Value
The left-tail probability of the null distribution of omnibus thresholding Fisher's p-value combination statistic.
References
1. Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.
See Also
stat.tfisher.omni for the definition of the statistic.
Examples
q = 0.05
n = 20
TAU1 = c(0.01, 0.05, 0.5, 1)
TAU2 = c(0.1, 0.2, 0.5, 1)
M = matrix(0.3,20,20) + diag(1-0.3,20)
p.tfisher.omni(q=q, n=n, TAU1=TAU1, TAU2=TAU2, M=M)