ssa (version 1.3.0)

maxtest: Max test for detecting simultaneous signals

Description

Given two sequences of paired test statistics, tests whether any simultaneous signals exist

Usage

maxtest(T1, T2)

Arguments

T1, T2

paired vectors of test statistics, both must be the same length; must be stochastically larger under the alternative than under the null; must contain only positive values

Value

p

p-value

M

value of max statistic

Examples

# NOT RUN {
## generate paired test statistics
p <- 10^6; ## total number of pairs
X <- c(rep(0,p-30),rep(1,10),rep(2,10),rep(3,10));
## X=0: no signal in either sequence of tests
## X=1: signal in sequence 1 only
## X=2: signal in sequence 2 only
## X=3: simultaneous signal
set.seed(1);
Z1 <- rnorm(p,0,1); Z1[X==1|X==3] <- rnorm(20,3,1);
Z2 <- rnorm(p,0,1); Z2[X==2|X==3] <- rnorm(20,4,1);
maxtest(abs(Z1),abs(Z2));

# }