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April 8, 2015 21:52
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Calibrated p-values for testing precise null hypotheses
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| # Calibrated p-values | |
| # ------------------- | |
| # See https://stat.duke.edu/courses/Spring10/sta122/Labs/Lab6.pdf | |
| # and http://www.uv.es/sestio/TechRep/tr14-03.pdf | |
| alpha.p = function(p){ | |
| val = 1 + (-exp(1)*p*log(p))^-1 | |
| return(val^-1) | |
| } | |
| # Curve over all pvalues | |
| curve(alpha.p(x),0,1,ylab="alpha(p)",xlab="p") | |
| # Curve over interesting pvalues | |
| curve(alpha.p(x),0,.1,ylab="alpha(p)",xlab="p") | |
| abline(v=0.05,lty=2) |
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