This repository contains the code of functions in the paper "A Multivariate Robust Integrated Test for Genetic Pleiotropy" (link: https://dx.doi.org/10.4310/SII.250522054924). Here, I show how to use the functions:
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Loading all functions and dividing the centralized data set into the multivariate Y and the univariate X as a matrix,
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Use the function MLTS to give the initial values of B0 and Sigma0,
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Use Y, X, B0, Sigma0, and given significance level alpha (such as 0.05) to start the MM-estimate (function MM_estimate1X or MM_estimate2X) to get the MM-estimator,
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Use the integrated test (EHT_PFCX or EHT_PFC1X) to detect the existence of Pleiotropy.
One can directly attach to files "EHTC3.R" and "EHTC10.R"; they will automatically source all functions.
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