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.
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)
# install.packages("devtools") devtools::install_github("weltybiostat/sgpv")
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.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 #  0.1220227 0.0000000 1.0000000 # $delta.gap #  NA 1.752741 NA
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