Package: renyi 1.0.0

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).

Authors:Ryan Christ <[email protected]>