Confidence interval of p-value

get_ci_from_pvalue.R

# confidence interval of p-value
# ref: https://gist.github.com/hakyim/38431b74c6c0bf90c12f
## copied from ref:
##   the jth order statistic from a
##   uniform(0,1) sample
##   has a beta(j,n-j+1) distribution
##   (Casella & Berger, 2002,
##   2nd edition, pg 230, Duxbury)
##   this portion was posted by anonymous on
##   http://gettinggeneticsdone.blogspot.com/2009/11/qq-plots-of-p-values-in-r-using-ggplot2.html
get_ci_from_pvalue <- function(pvalue, order_func = function(x) rank(x, ties.method = 'random'), alpha_level = 0.05) {
  jj <- order_func(pvalue)
  nn <- length(pvalue)
  ci <- sapply(
    jj, function(x, n, alpha) qbeta(c(alpha / 2, 1 - alpha / 2), x, n - x + 1),
    n = nn, alpha = alpha_level)
  ci <- data.frame(ci.low = ci[1, ], ci.high = ci[2, ])
  return(ci)
}