The observed Generalized Higher Criticism test statistic.
GHC_pvalue
The p-value of this observed value, given the size of the set and
correlation structure.
err_code
Sometimes if your p-value is very small (<10^(-12) usually), R/C++ do not
have enough precision in their standard routines to calculate the number accurately. In
these cases (and very rarely others) we switch to standard Higher Criticism instead (more stable
numerically) and let you know with a message here.
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.