Combine p-values Using the Cauchy Combination Method

This function combines multiple p-values using the Cauchy combination method. The method is particularly useful for combining dependent p-values and is known for being robust and powerful, especially in the context of small p-values. For details, see Liu and Xie (2020).

Cauchy.Combination(pvals, weight = NULL)

Arguments

pvals

A numeric vector of p-values to be combined. The p-values should be between 0 and 1.

weight

A numeric vector of weights corresponding to the p-values. If NULL, equal weights are assigned to all p-values. Default is NULL.

Value

A single combined p-value.

References

Liu, Y., & Xie, J. (2020). Cauchy combination test: a powerful test with analytic p-value calculation under arbitrary dependency structures. Journal of the American Statistical Association, 115(529), 393-402.

Examples

# Example usage:
pvals <- c(0.01, 0.03, 0.05)
combined_pval <- Cauchy.Combination(pvals)
print(combined_pval)
#>            [,1]
#> [1,] 0.01957839