bayesian.p.value.R

#Combining P-Values via Naive Bayes
bpv <- function(pv){
  #Bayesian Probability
  bp <- function(p){
    if (any(p>1/exp(1))) stop('All p-values musts be lower that 1/e')
    1 / (1 + 1/(-exp(1)*p*log(p)))
  }
  
  #Naive Bayes
  nb <- function(p){
    prod(p)/(prod(p)+prod(1-p))
  }
  
  #Retrieving bayesian p-value
  optimize(function(x) (bp(x)-nb(bp(pv)))^2, c(0,0.5))$minimum
}