This is adopted from the Liu and Xie JASA 2020 publication and their GitHub
page. Please also cite their initial publication
if you used this part of codes. Thaks!
Usage
CCT_internal_horizontal(pval_mat)
Arguments
pval_mat
A matrix of p values where each row is a feature and
each column is a p value from one individual test, so that we want to
compute aggregated p values for each row
Value
A vector of p value for each feature after Cauchy combination