FDR: False Discovery Rate corresponding to `t_0`

Description

Calculates the FDR which corresponds to a given cut-off t_0 according to the procedure of Wong and Cox (2007).

Usage

FDR(test_statistics, t_0)

Arguments

test_statistics

A vector of values of test statistics.

t_0

A cut-off value.

Value

t_0.

References

Cox, D. R. and Wong, M. Y. (2004). A simple procedure for the selection of significant effects. Journal of the Royal Statistical Society B 66 (2), 395--400.

Wong, M. Y. and Cox, D. R. (2007). On the screening of large numbers of significance tests. Journal of Applied Statistics 34 (7), 779--783.

Examples

Run this code

x <- c(rnorm(100, 2, 2), rnorm(50, 0, 2))
FDR(x, t_0(x))