TFisher (version 0.2.0)

p.tfisher.omni: CDF of omnibus thresholding Fisher's p-value combination statistic under the null hypothesis.

Description

CDF of omnibus thresholding Fisher's p-value combination statistic under the null hypothesis.

Usage

p.tfisher.omni(q, n, TAU1, TAU2, M = NULL, P0 = NULL)

Arguments

q

- quantile, could be a vector.

n

- dimension parameter, i.e. the number of p-values to be combined.

TAU1

- a vector of truncation parameters. Must be in non-descending order.

TAU2

- a vector of normalization parameters. Must be in non-descending order.

M

- correlation matrix of the input statistics. Default = NULL assumes independence.

P0

- a vector of point masses of TFisher statistics. Default = NULL.

Value

The left-tail probability of the null distribution of omnibus thresholding Fisher's p-value combination statistic.

References

1. Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.

See Also

stat.tfisher.omni for the definition of the statistic.

Examples

# NOT RUN {
q = 0.05
n = 20
TAU1 = c(0.01, 0.05, 0.5, 1)
TAU2 = c(0.1, 0.2, 0.5, 1)
M = matrix(0.3,20,20) + diag(1-0.3,20)
p.tfisher.omni(q=q, n=n, TAU1=TAU1, TAU2=TAU2, M=M)
# }