MHTcop (version 0.1.1)

ac_fdr.calc_delta: Approximate adjustment factor for "False Discovery Rate Control under Archimedean Copula"

Description

Approximates the adjustement factor described in Bodnar, Dickhaus (2014) using a Monte Carlo integration.

Usage

ac_fdr.calc_delta(cop, m, m0, alpha = 0.05, num.reps = 1e+05,
  calc.var = FALSE)

Arguments

cop

The copula

m

The number of hypotheses

m0

A reasonable lower bound for the number of true hypotheses

alpha

the desired significance level

num.reps

The number of Monte Carlo simulations to use

calc.var

Additionaly calculate the variance (mostly for the examples)

References

T. Bodnar and T. Dickhaus (2014). False discovery rate control under Archimedean copula. Electronic Journal of Statistics Volume 8, Number 2 (2014), 2207-2241.