q.tpm {TFisher}

Quantile of truncated product method statistic under the null hypothesis.

Description

Quantile of truncated product method statistic under the null hypothesis.

Usage

q.tpm(p, n, tau1, M = NULL)

Arguments

p

- a scalar left probability that defines the quantile.

n

- dimension parameter, i.e. the number of input p-values.

tau1

- truncation parameter. 0 < tau1 <= 1.

M

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

Value

Quantile of truncated product method statistic.

References

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

2. Zaykin, D.V., Zhivotovsky, L. A., Westfall, P.H. and Weir, B.S. (2002), Truncated product method for combining P-values. Genet. Epidemiol., 22: 170–185. doi:10.1002/gepi.0042

See Also

stat.tpm for the definition of the statistic.

Examples

## The 0.05 critical value of TPM statistic when n = 10:
q.tpm(p=.95, n=20, tau1 = 0.05)
M = matrix(0.3,20,20) + diag(1-0.3,20)
q.tpm(p=.95, n=20, tau1 = 0.05, M=M)