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Internal function to calculate variance of S(t) when the Z_1,...,Z_d have nonzero mean. See GBJ paper for more details. Vectorized in t.
calc_var_nonzero_mu(d, t, mu, pairwise_cors)
The variance of S(t) when the Z_1,...,Z_d have nonzero mean mu.
The number of test statistics in the set.
The threshold which determines the properties of S(t).
The common mean of the test statistics Z_1,...,Z_d
A vector of all d(d-1)/2 pairwise correlations between the test statistics, where d is total number of test statistics in the set.
calc_var_nonzero_mu(d=5, t=1, mu=1, pairwise_cors=rep(0.3, 10))
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