mppa (version 1.0)

simes.test: Simes's method for combining p-values

Description

Computes the combined p-value $\min(n p_{(i)}/i)$ where $p_{(1)}, \ldots, p_{(n)}$ are the ordered p-values.

Usage

simes.test(x, returnstat = FALSE)

Arguments

x

a vector of p-values.

returnstat

if TRUE then return the statistic as well as the p-value. (Very unusually, they are the same with this method.)

Value

if returnstat=TRUE then a pair (p,T) where p is the p-value and T is the test, otherwise just p.

References

Simes, R. J. (1986). An improved Bonferroni procedure for multiple tests of significance. Biometrika, 73(3):751-754.

See Also

F.test, TMT.test

Examples

## This should be uniformly distributed
simes.test(runif(10))