combineTwoOneSidedPvaluesR

Wrapper function to combine two p-values into a single p-value.
Uses a type of 'reverse Bonferroni'.

internal

An implementation of the adaptive forgetting factor scheme described in Bodenham and Adams (2016) <doi:10.1007/s11222-016-9684-8> which adaptively estimates the mean and variance of a stream in order to detect multiple changepoints in streaming data. The implementation is in 'C++' and uses 'Rcpp'. Additionally, implementations of the fixed forgetting factor scheme from the same paper, as well as the classic cumulative sum ('CUSUM') and exponentially weighted moving average ('EWMA') methods, are included.

Dean Bodenham

ffstream

Forgetting Factor Methods for Change Detection in Streaming Data

combineTwoOneSidedPvaluesR function

<dl><dt>p1</dt>
<dd>The first p-value.</dd>
<dt>p2</dt>
<dd>The second p-value.</dd></dl>

Arguments

Combine two p-values into a single p-value — combineTwoOneSidedPvaluesR

<dl>

<dt>p1</dt>
<dd>The first p-value.</dd>


<dt>p2</dt>
<dd>The second p-value.</dd>

</dl>

combineTwoOneSidedPvaluesR: Combine two p-values into a single p-value

Description

Usage

Arguments