hommel (version 1.5)

Concentration set: Concentration set calculation

Description

Calculates the concentration set threshold. The concentration set is the subset of the p-values that contains all discoveries at confidence level 1-alpha.

Usage

concentration (hommel, alpha=0.05)

Arguments

hommel

The hommel object for the complete multiple testing problem.

alpha

The type I error allowed.

Value

Returns a p-value. P-values larger than that value contain no discoveries in this data set at this level of alpha and may be disregarded.

References

Goeman, J., Meijer, R., Krebs, T., & Solari, A. (2016). Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing. arXiv preprint arXiv:1611.06739.

Examples

# NOT RUN {
  #Generate a vector of pvalues
  set.seed(102)
  m <- 10
  pvalues <- c(runif(0.5*m,0,0.02), runif(0.5*m,0,1))
  
  # First step: create a hommel object.
  # Use Simes'test (simes = TRUE) or Hommel's robust test (simes = FALSE)
  hom <- hommel(pvalues, simes = TRUE)

  # Find the concentration set bound
  threshold <- concentration(hom)
  
  # Find the concentration set itself
  set <- pvalues <= threshold
  sum(set)
# }