HCdetection This archive contains a Matlab implementation of HC-detection algorithm as described in the paper D. Donoho and J. Jin (2004) Higher criticism for detecting sparse heterogeneous mixtures Current version V1.1 SHORT DOCUMENTATION For more information, type help functionname in the Matlab command line. Usage: [H, stat] = HCdetection(p, alpha, pvalcut) Inputs: p n-by-1 array of p-values from data Inputs(Optional): alpha 0 < alpha < 1, indicates the smallest alpha*n p-values will be used to calculate the HC statistic default 1/2 pvalcut 0 < pvalcut < 1, indicates those small p-values (smaller than pvalcut) will be taken away to avoid heavy tails of test statistic default 1/n Outputs H "0" or "1" scalar, indicates whether H_0 is accepted ("0") or rejected ("1"). stats 3-by-1 struct, including the test statistic stats.HCT Higher Criticism test statistic stats.numselect Number of variables at which HCT is achieved stats.HC HC score for each feature LICENSE This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program. If not, see . If you use this code for your publication, please include a reference to the paper "Higher criticism for detecting sparse heterogeneous mixtures". CONTACT For any problem about the code or the paper, please contact Jiashun Jin Department of Statistics Carnegie Mellon University Email: jiashun@stat.cmu.edu Wanjie Wang Department of Statistics University of Pennsylvania Email: wanjiew@wharton.upenn.edu