The p-value of this observed value, given the size of the set and
correlation structure.
Arguments
test_stats
Vector of test statistics for each factor in the set (i.e. marginal
test statistic for each SNP in a gene).
cor_mat
d*d matrix of the correlations between all the test statistics in
the set, where d is the total number of test statistics in the set.
You only need to specify EITHER cor_mat OR pairwise_cors.
pairwise_cors
A vector of all d(d-1)/2 pairwise correlations between the test
statistics. You only need to specify EITHER cor_mat OR pairwise_cors.