GroupTest-package:
Multiple Hypothesis Testing Procedure for the Grouped Hypotheses
Description
This package provides functions for the multiple hypotheses testing when
there exists group structures.
Details
|
Package: |
| GroupTest |
|
Type: |
| Package |
|
Version: |
| 1.0 |
|
Date: |
| 2015-11-20 |
|
License: |
| GPL-3 |
This package provides functions for multiple testing for the grouped
hypotheses. The data is an array of list with G list where G is the
total number of groups. Each list within this array corresponds to a
group, with the test statistic and the group size as its two
elements. Under the null hypotheses, the test statistic follows a
standard normal distribution.
The main function is GT.wrapper(). One example is provided
under this function, explaining the data structure and how to use the package.
References
Liu, Y., Sarkar, S. K., and Zhao, Z. (2015) A New Approach to
Multiple Testing of Grouped
Hypotheses
He, L., Sarkar, S. K. and Zhao, Z. (2015) Capturing the severity of Type
II errors in high-dimensional multiple testing. Journal of Multivariate
Analysis. Vol. 142, 106-116.