Estimates the correlation between correlated p-values on the Z-score scale. The p-values are taken as having arisen from different tests of the same hypothesis using the same data. Since an estimate of correlation under the null is of interest, pairs where at least one of the Z scores exceeds the threshold \(\tau\) are excluded.
AvgCorr(p1, p2, tau = 3, a = 0.001)
Fist p-value.
Second p-value.
Threshold Z score above which the p-value likely corresponds to a true positive.
Force correlation estimate to fall in the interval (a,1-a);
Numeric correlation.