CombinePValues: Combine several p-values to obtain a single value.
Description
`CombinePValues` calculates the single combined p-value using several input p-values.
Usage
CombinePValues(pValues, method = "simes", ...)
Value
The output is given as a single real-valued number.
Arguments
pValues
A vector of the p-values.
method
Method used to combine the p-values. The possible methods are the same as in the palasso package
plus the mean approach.
...
Possible parameters passed to other functions.
Details
The procedure combines many p-values into a single output using the selected statistical method.
This function is used as a tool in one of the epistemic bootstrap approaches to provide the necessary final p-value in the
statistical test. To combine the p-values different statistical methods can be applied.
Apart from the mean method (i.e., simple average of all p-values), other methods
are derived from the palasso package (the function
.combine is used there).
References
Westfall, P. H. (2005). Combining p-values.
Encyclopedia of Biostatistics, doi: 10.1002/0470011815.b2a15181
<https://doi.org/10.1002/0470011815.b2a15181>