.combine {palasso}

Combining p-values

Description

This function combines local p-values to a global p-value.

Usage

.combine(x, method = "simes")

Arguments

x

local p-values: numeric vector of length k

method

character "fisher", "tippet", "sidak", or "simes"

Value

These functions return a numeric vector of length p (main effects), or a numeric matrix with p rows and p columns (interaction effects).

References

Westfall, P. H. (2005). "Combining p-values". Encyclopedia of Biostatistics doi:10.1002/0470011815.b2a15181

Examples

# independence
p <- runif(10)
palasso:::.combine(p)

## dependence 
#runif <- function(n,cor=0){
#    Sigma <- matrix(cor,nrow=n,ncol=n)
#     diag(Sigma) <- 1
#     mu <- rep(0,times=n)
#     q <- MASS::mvrnorm(n=1,mu=mu,Sigma=Sigma)
#     stats::pnorm(q=q)
#}
#p <- runif(n=10,cor=0.8)
#combine(p)