Simulate two sequences of p-values by accounting for the local dependence structure via a hidden Markov model.
SimuData(
J = 10000,
pi = c(0.25, 0.25, 0.25, 0.25),
A = 0.6 * diag(4) + 0.1,
muA = 2,
muB = 2,
sdA = 1,
sdB = 1
)A list:
A numeric vector of p-values from study 1.
A numeric vector of p-values from study 2.
The true states of features in study 1.
The true states of features in study 2.
The number of features to be tested in two studies.
The stationary probabilities of four hidden joint states.
The 4-by-4 transition matrix.
Mean of the normal distribution generating the p-value in study 1.
Mean of the normal distribution generating the p-value in study 2.
The standard deviation of the normal distribution generating the p-value in study 1.
The standard deviation of the normal distribution generating the p-value in study 2.