AnalyticalOptim

Optimize lambda0 and pi0, using Poisson version of analytical approach
in Efron's "Microarrays, Empirical Bayes, and the Two-Groups Model"In the paper, he derives formulas for arbitrary support. We use support
[0, 1] for estimating the null. We initialize the search with lambda=0.05 and
 pi=0.95.

The main idea of the Local FDR algorithm is to estimate both proportion of null observations and the ratio of null and alternative densities. In the case that there are many null observations, this can be done reliably, through maximum likelihood or generalized linear models. This package implements this in the case that the null and alternative densities are Poisson.

Kris Sankaran

LocFDRPois

Functions for Performing Local FDR Estimation when Null and
Alternative are Poisson

AnalyticalOptim function

Optimize lambda0 and pi0, using Poisson version of analytical approach
in Efron's "Microarrays, Empirical Bayes, and the Two-Groups Model"In the paper, he derives formulas for arbitrary support. We use support
[0, 1] for estimating the null. We initialize the search with lambda=0.05 and
 pi=0.95.

Description

Usage

Arguments