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palasso (version 1.0.0)

.combine: Combining p-values

Description

This function combines local \(p\)-values to a global \(p\)-value.

Usage

.combine(x, method = "simes")

Value

These functions return a numeric vector of length \(p\)

(main effects), or a numeric matrix with \(p\) rows and \(p\) columns (interaction effects).

Arguments

x

local \(p\)-values: numeric vector of length \(k\)

method

character \("fisher"\), \("tippet"\), \("sidak"\), or \("simes"\)

References

Westfall, P. H. (2005). "Combining p-values". Encyclopedia of Biostatistics tools:::Rd_expr_doi("10.1002/0470011815.b2a15181")

Examples

Run this code
# independence
p <- runif(10)
palasso:::.combine(p)

## dependence 
#runif <- function(n,cor=0){
#    Sigma <- matrix(cor,nrow=n,ncol=n)
#     diag(Sigma) <- 1
#     mu <- rep(0,times=n)
#     q <- MASS::mvrnorm(n=1,mu=mu,Sigma=Sigma)
#     stats::pnorm(q=q)
#}
#p <- runif(n=10,cor=0.8)
#combine(p)

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