Higher Criticism statistical hypothesis testing
Project description
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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