higher-criticism-test


Namehigher-criticism-test JSON
Version 0.1.8 PyPI version JSON
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home_pagehttps://github.com/alonkipnis/higher-criticism-test
SummaryHigher Criticism statistical hypothesis testing
upload_time2023-12-13 10:01:25
maintainer
docs_urlNone
authorAlon Kipnis
requires_python>=3.6
license
keywords
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bugtrack_url
requirements No requirements were recorded.
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coveralls test coverage No coveralls.
            # HCtest -- Higher Criticism Test

Higher Criticism (HC) test statistics for testing the global significance of many independent hypotheses. As an input, 
the test receives a list of P-values and returns the HC test statistics. See (Donoho & Jin 2004)

## Example:
```
from scipy.stats import norm
from hctest import HCtest

n = 1000 #number of samples

X = norm.rvs(size=n)
pvals = norm.sf(X)

hc = HCtest(pvals)
hc_val, p_th = hc.HCstar(gamma = 0.25)

print("Higher-Criticism statistic = ", hc_val)
```

            

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