Simes test for the global null
Examples
p <- c(0.001, 0.008, 0.02, 0.04, 0.2, 0.5)
res <- simes_combined(p)
res$p_value # Simes global-null p (min of sorted p * m/i)
#> [1] 0.006
# Simes is a less conservative global-null test than Bonferroni's min:
c(simes = simes_combined(p)$p_value,
bonferroni_min = min(bonferroni(p)$adjusted))
#> simes bonferroni_min
#> 0.006 0.006
# A single very small p makes the global null significant.
simes_combined(c(0.0005, 0.4, 0.6, 0.8))$p_value
#> [1] 0.002
