p.tfisher function

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

p.tfisher(q, n, tau1, tau2, M = NULL, mu = NULL, sigma2 = NULL,
  p0 = NULL)

Arguments

• q: - quantile, could be a vector.
• n: - dimension parameter, i.e. the number of p-values to be combined.
• tau1: - truncation parameter. 0 < tau1 <= 1.
• tau2: - normalization parameter. tau2 >= tau1.
• M: - correlation matrix of the input statistics. Default = NULL assumes independence.
• mu: - the mean of TFisher statistics. Default = NULL.
• sigma2: - the variance of TFisher statistics. Default = NULL.
• p0: - the point masse of TFisher statistics. Default = NULL.

Returns

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

Examples

pval <- runif(20)
tfstat <- stat.tfisher(p=pval, tau1=0.25, tau2=0.75)
p.tfisher(q=tfstat, n=20, tau1=0.25, tau2=0.75)
M = matrix(0.3,20,20) + diag(1-0.3,20)
p.tfisher(q=tfstat, n=20, tau1=0.25, tau2=0.75, M=M)

References

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

See Also

stat.tfisher for the definition of the statistic.