Combining p-values — .combine • palasso

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

.combine(x, method = "simes")

Arguments

x: local \(p\)-values: numeric vector of length \(k\)
method: character \("fisher"\), \("tippet"\), \("sidak"\), or \("simes"\)

Value

These functions return a numeric vector of length \(p\) (main effects), or a numeric matrix with \(p\) rows and \(p\) columns (interaction effects).

References

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

Examples

# independence
p <- runif(10)
palasso:::.combine(p)
#> [1] 0.07399441

## 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)