GFisher (version 0.2.0)

p.oGFisher: P-value of the omnibus generalized Fisher's p-value combination test.

Description

P-value of the omnibus generalized Fisher's p-value combination test.

Usage

p.oGFisher(p, DF, W, M, p.type = "two", method = "HYB",
  combine = "cct", nsim = NULL)

Arguments

p

- vector of input p-values.

DF

- matrix of degrees of freedom for inverse chi-square transformation for each p-value. Each row represents a GFisher test.

W

- matrix of weights. Each row represents a GFisher test.

M

- correlation matrix of the input statistics.

p.type

- "two" = two-sided p-values, "one" = one-sided p-values.

method

- "MR" = simulation-assisted moment ratio matching, "HYB" = moment ratio matching by quadratic approximation, "GB" = Brown's method with calculated variance. See details in the reference.

combine

- "cct" = oGFisher using the Cauchy combination method, "mvn" = oGFisher using multivariate normal distribution.

nsim

- number of simulation used in the "MR" method, default = 5e4.

Value

1. p-value of the oGFisher test. 2. individual p-value of each GFisher test.

References

Hong Zhang and Zheyang Wu. "Accurate p-Value Calculation for Generalized Fisher's Combination Tests Under Dependence", <arXiv:2003.01286>.

Examples

# NOT RUN {
set.seed(123)
n = 10
M = matrix(0.3, n, n) + diag(0.7, n, n)
zscore = matrix(rnorm(n),nrow=1)%*%chol(M)
pval = 2*(1-pnorm(abs(zscore)))
DF = rbind(rep(1,n),rep(2,n))
W = rbind(rep(1,n), 1:10)
p.oGFisher(pval, DF, W, M, p.type="two", method="HYB", combine="cct")
# }