stat.soft.omni {TFisher} | R Documentation |
Construct omnibus soft-thresholding Fisher's p-value combination statistic.
Description
Construct omnibus soft-thresholding Fisher's p-value combination statistic.
Usage
stat.soft.omni(p, TAU1, M = NULL)
Arguments
p |
- input p-values. |
TAU1 |
- a vector of truncation parameters (=normalization parameters). Must be in non-descending order. |
M |
- correlation matrix of the input statistics. Default = NULL assumes independence. |
Details
Let ,
be a sequence of individual statistics with
correlation matrix M,
be the corresponding two-sided p-values, then the soft-thresholding statistics
, .
The omnibus test statistic is the minimum p-value of these soft-thresholding tests,
, where is the survival function of
.
Value
omni - omnibus soft-thresholding statistic.
pval - p-values of each soft-thresholding tests.
References
1. Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.
Examples
pval = runif(20)
TAU1 = c(0.01, 0.05, 0.5, 1)
stat.soft.omni(p=pval, TAU1=TAU1)
M = matrix(0.3,20,20) + diag(1-0.3,20)
stat.soft.omni(p=pval, TAU1=TAU1, M=M)