dag_test_Holm

Given a vector of p-values, each concerning a row in the matrix X0,
<code>dag_test_Holm()</code> first applies Holm's method to the p-values and then also rejects
hypotheses corresponding to points coordinate-wise greater or equal to any
point whose hypothesis has been rejected.

Methodology for subgroup selection in the context of isotonic regression including methods for sub-Gaussian errors, classification, homoscedastic Gaussian errors and quantile regression. See the documentation of ISS(). Details can be found in the paper by Müller, Reeve, Cannings and Samworth (2023) <arXiv:2305.04852v2>.

Manuel M. Müller

Isotonic Subgroup Selection

Henry W. J. Reeve

Timothy I. Cannings

Richard J. Samworth

dag_test_Holm function

<dl><dt>X0</dt>
<dd>a numeric matrix giving points corresponding to hypotheses.</dd>
<dt>p</dt>
<dd>a numeric vector taking values in (0, 1] such that <code>length(p) == nrow(X0)</code>.</dd>
<dt>alpha</dt>
<dd>a numeric value in (0, 1] specifying the Type I error rate.</dd></dl>

Arguments

dag_test_Holm — dag_test_Holm

<dl>

<dt>X0</dt>
<dd>a numeric matrix giving points corresponding to hypotheses.</dd>


<dt>p</dt>
<dd>a numeric vector taking values in (0, 1] such that <code>length(p) == nrow(X0)</code>.</dd>


<dt>alpha</dt>
<dd>a numeric value in (0, 1] specifying the Type I error rate.</dd>

</dl>

dag_test_Holm: dag_test_Holm

Description

Usage

Value

Arguments

Examples