[R] combined dependent pvalue

Sheng shelly1436 at gmail.com
Wed Oct 31 02:17:27 CET 2012

Dear All,

I am trying to combine dependent p-values in R. May you please help me with

For independent pvalue combination, one of the popular way is fisher's
method which I found the R code here
fisher.comb <- function (pvalues) 
return   pchisq(ch2, df=df, lower.tail=FALSE) 

For combination of dependent p-value, I could not find any R code here but
there is a method from Brown
in which it is still combine p value in the same way, the only difference is
the Chi square distirbution's variance is different from the previous method
(using the covariance of the p values). 

I am not sure how to migrate from the traditional fisher's method to brown's
method in R code. Because there is an introduction of covariance of the p
values. And the normal R function for pchisq seems do not take parameters to
change the variance of the chi square distribution. I am not sure if I fully
grasped the statistics behind it to write correct function for combination
of the dependent p-values. I hope someone having experience with this
problem can help me.

Thanks a lot in advance!


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