R packages by ryanchrist

renyi - Renyi Outlier Test

renyi implements the Renyi Outlier Test <arXiv:2411.13542>, an outlier test designed for modern large scale testing applications, especially where prior information available. The test combines a vector of independent uniform p-values into one p-value with power against alternatives where a small number of p-values are non-null. The test can leverage prior probabilities/weights specifying which variables are likely to be outliers and prior estimates of effect size. The procedure is fast even when the number of initial p-values is large (e.g. in the millions) and numerically stable even for very small p-values (e.g. 10^-300).

Last updated 3 months ago

2.00 score

QForm - Fast, safe CDF/PDF estimation and bounding for generalized chi-square random varaibles

QForm provides estimates and upper/lower bounds on p-values for test statistics of the form \deqn{\sum\limits_i f\left(\eta_i \right) A_i + \sigma Z_0}{\sum\limits_i f (\eta_i) A_i + \sigma Z_0} where each \eqn{A_i \sim \chi^2_{a_i}\left(\delta^2_i\right)}{A_i \sim \chi^2_{a_i}\left(\delta^2_i\right)} and \eqn{Z_0 \sim N(0,1)}{Z_0 \sim N(0,1)}, all terms mututally independent.

Last updated 5 months ago

1.00 score