Function fishersMethod

Fisher's method of meta-analyzing a set of P-values to determine whether there are more significant results than would be expected by chance. Based on a chi-square statistic for the sum of the logs of the P-values.

TestRes fishersMethod(R) (
  R pVals
)
if (doubleInput!R);

Returns

A TestRes containing the chi-square statistic and a P-value for the alternative hypothesis that more small P-values than would be expected by chance are present against the alternative that the distribution of P-values is uniform or enriched for large P-values.

References

Fisher, R. A. (1948) "Combining independent tests of significance", American Statistician, vol. 2, issue 5, page 30. (In response to Question 14)