Optimal Thresholding Fisher's P-Value Combination Method
Description
We provide the cumulative distribution function (CDF),
quantile, and statistical power calculator for a collection of
thresholding Fisher's p-value combination methods, including Fisher's
p-value combination method, truncated product method and, in particular, soft-thresholding
Fisher's p-value combination method which is proven to be optimal in some
context of signal detection. The p-value calculator for the omnibus version
of these tests are also included. For reference, please see Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.