We provide the cumulative distribution function (CDF), quantile, and statistical power calculator for a collection of thresholding Fisher's p-value combination methods, including Fisher's p-value combination method, truncated product method and, in particular, soft-thresholding Fisher's p-value combination method which is proven to be optimal in some context of signal detection. The p-value calculator for the omnibus version of these tests are also included. For reference, please see Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.
copied from cf-post-staging / r-tfisher