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RNOmni (version 1.0.0)

OmniP: Omnibus P-value.

Description

Obtains an omnibus p-value from a vector of potentially dependent p-values using the method of Cauchy combination. The p-values are converted to Cauchy random deviates then averaged. The distribution of the average of these deviates is well-approximated by a Cauchy distribution in the tails. See <https://doi.org/10.1080/01621459.2018.1554485>.

Usage

OmniP(p)

Value

OINT p-value.

Arguments

p

Numeric vector of p-values.