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R package for calculating second-generation p-values and associated measures.
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README.md

sgpv

The sgpv package contains functions to calculate the second-generation p-value in R, its associated delta-gap, power functions, and the false discovery risk or false confirmation risk for an alternative or null finding (sgpv = 0 or sgpv = 1) when assumptions are made about the distributions over the null and alternative spaces.

News

Version 0.0.1.0000 now includes a function to plot the intervals colored by SGPV status, as found in Blume et al. (2018) and Blume et al. (2019)

Installation

# install.packages("devtools")
devtools::install_github("weltybiostat/sgpv")

Example

The sgpvalue() function calculates the second-generation p-value and delta-gap (if applicable) for uncertainty intervals with lower bounds est.lo and upper bounds est.hi and an indifference zone (i.e. interval null hypothesis) of (null.lo, null.hi). Note that this example is in terms of odds ratios, and the second-generation p-value should be calculated on the "symmetric" scale, i.e. log odds ratios in this case.

library(sgpv)
lb = log(c(1.05, 1.3, 0.97))
ub = log(c(1.8, 1.8, 1.02))
sgpvalue(est.lo = lb, est.hi = ub, null.lo = log(1/1.1), null.hi = log(1.1))

# $p.delta
# [1] 0.1220227 0.0000000 1.0000000

# $delta.gap
# [1]       NA 1.752741       NA

References

Paper appearing in the upcoming special issue of The American Statisician:

Blume JD, Greevy RA Jr., Welty VF, Smith JR, Dupont WD (2019). An Introduction to Second-generation p-values. The American Statistician. In press. https://doi.org/10.1080/00031305.2018.1537893

Original proposal appearing in PLoS ONE:

Blume JD, D’Agostino McGowan L, Dupont WD, Greevy RA Jr. (2018). Second-generation p-values: Improved rigor, reproducibility, & transparency in statistical analyses. PLoS ONE 13(3): e0188299. https://doi.org/10.1371/journal.pone.0188299

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