EDR: Compute the empirical detection rate for Type I errors and Power
Description
Computes the detection rate for determining empirical Type I error and power rates using information
from p-values.
Usage
EDR(p, alpha)
Arguments
p
a vector or matrix of p-values from the desired statistical estimator. If a matrix,
each statistic must be organized by column where the number of rows is equal to the number
of replications
alpha
the nominal detection rate to be studied (typical values are .10, .05, and .01)