GFisher: Generalized Fisher's Combination Tests Under Dependence
Accurate and computationally efficient p-value calculation methods for a general family of Fisher type statistics (GFisher). The GFisher covers Fisher's combination, Good's statistic, Lancaster's statistic, weighted Z-score combination, etc. It allows a flexible weighting scheme, as well as an omnibus procedure that automatically adapts proper weights and degrees of freedom to a given data. The new p-value calculation methods are based on novel ideas of moment-ratio matching and joint-distribution approximation. The technical details can be found in Hong Zhang and Zheyang Wu (2020) <arXiv:2003.01286>.
||stats, methods, Matrix, mvtnorm
||Hong Zhang and Zheyang Wu
||Hong Zhang <hzhang at wpi.edu>
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