stat.tfisher function

Construct thresholding Fisher's p-value combination statistic.

stat.tfisher(p, tau1, tau2)

Arguments

• p: - input p-values.
• tau1: - truncation parameter. 0 < tau1 <= 1.
• tau2: - normalization parameter. tau2 >= tau1.

Returns

Thresholding Fisher's p-value combination statistic.

Details

Let $p_{i}$, $i = 1,...,n$ be a sequence of p-values, the thresholding Fisher's p-value combination statistic

Examples

pval <- runif(100)
stat.tfisher(p=pval, tau1=0.05, tau2=0.25)

References

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