Learn R Programming

TMTI

This repository contains the R package 'TMTI', which implements the methods of Mogensen and Markussen (2021). A preprint of the paper can be found here: https://arxiv.org/abs/2108.04731

Installation

The package can be installed using e.g. devtools or the remotes package:

devtools::install_github("phillipmogensen/TMTI")
# or
remotes::install_github("phillipmogensen/TMTI")

Usage

To be written. See `??TMTI´ in R for help.

Copy Link

Version

Install

install.packages('TMTI')

Monthly Downloads

585

Version

1.0.1

License

MIT + file LICENSE

Maintainer

Phillip Mogensen

Last Published

August 10th, 2022

Functions in TMTI (1.0.1)

FWER_set_C

Leading NA
FullCTP_C

Leading NA
TopDown_LocalTest

TopDown LocalTest algorithm for estimating a 1-alpha confidence set for the number of false hypotheses among a set.
TopDown_C_binary_subset

Leading NA
MakeY_C

Leading NA
MakeZ_C_nsmall

Leading NA
TMTI_CDF

Computes the analytical version of the TMTI_infty CDF. When m>100, this should not be used.
TMTI

Computes the TMTI test for a joint hypothesis given input p-values.
TopDown_TMTI

TopDown TMTI algorithm for estimating a 1-alpha confidence set for the number of false hypotheses among a set.
CTP_TMTI

A Closed Testing Procedure for the TMTI using an O(n^2) shortcut
CTP_LocalTest

A Closed Testing Procedure for any local test satisfying the conditions of Mogensen and Markussen (2021) using an O(n^2) shortcut.
adjust_LocalTest

Adjust all p-values using a Closed Testing Procedure and a user-defined local test which satisfies the quadratic shortcut given in Mogensen and Markussen (2021)
TestSet_C

Leading NA
kFWER_TMTI

kFWER_TMTI. Computes the largest rejection set possible with kFWER control.
kFWER_set_C

Leading NA
MakeZ_C

Leading NA
TestSet_LocalTest

Test a subset of hypotheses in its closure using a user-specified local test
TestSet_TMTI

Test a subset of hypotheses in its closure using the TMTI
TopDown_C

Leading NA
adjust_TMTI

Adjust all p-values using a Closed Testing Procedeure and the TMTI family of tests.
TopDown_C_binary

Leading NA
rtTMTI_CDF

Computes the analytical version of the rtMTI_infty CDF. When m>100, this should not be used.
tTMTI_CDF

Computes the analytical version of the tTMTI_infty CDF. When m>100, this should not be used.
gamma_bootstrapper

Function to bootstrap the Cumulative Distribution Functions (CDFs) of the TMTI statistics.
kFWER_LocalTest

kFWER_LocalTest. Computes the largest rejection set possible with kFWER control.
gamma_bootstrapper_Ttest

Compute a list of TMTI CDFs for one- and two-sample test scenarios