Side-stepping degeneracy #142
Description
Hi All, In the cauchycomb branch (commit cd6cc41) I've added a rough implementation of the ideas for combining many possibly dependent p-values from this paper:
Yaowu Liu & Jun Xie (2020) Cauchy Combination Test: A Powerful Test With
Analytic p-Value Calculation Under Arbitrary Dependency Structures, Journal of the American
Statistical Association, 115:529, 393-402, DOI: 10.1080/01621459.2018.1554485
https://doi.org/10.1080/01621459.2018.1554485
The p-values are qualitatively different from those of the quadratic test under degeneracy. I'm not sure whether this is a good or a bad thing. :)
Mostly this was quick and easy to implement as a way to start a conversation.