TMTI (version 1.0.1)

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

Description

A package to compute TMTI tests, perform closed testing procedures with quadratic shortcuts and to generate confidence sets for the number of false hypotheses among m tested hypotheses.

Usage

TMTI(
  pvals,
  n = Inf,
  tau = NULL,
  K = NULL,
  gamma = NULL,
  B = 1000,
  m_max = 100,
  is.sorted = FALSE,
  ...
)

Value

A p-value from the TMTI test

Arguments

pvals

A vector of pvalues.

n

A positive number (or Inf) indicating which type of local minimum to consider. Defaults to Inf, corresponding to the global minimum.

tau

Number between 0 and 1 or NULL, describing the truncation level.

K

Integer between >1 and m describing the truncation index.

gamma

Function; function to be used as the gamma approximation. If NULL, then the gamma function will be bootstrapped assuming independence. Defaults to NULL.

B

Numeric; number of bootstrap replicates to be used when estimating the gamma function. If a gamma is supplied, this argument is ignored. Defaults to 1e3.

m_max

Integer; the highest number of test for which the analytical computation of the TMTI CDF is used. When m is above m_max it will be bootstrapped or user supplied instead.

is.sorted

Logical, indicating whether the supplied p-values are already is.sorted. Defaults to FALSE.

...

Additional parameters.

Author

Phillip B. Mogensen <[e-mail]>

Examples

## Simulate some p-values
## The first 10 are from false hypotheses, the next 10 are from true
pvals = c(
  rbeta(10, 1, 20), ## Mean value of .05
  runif(10)
)
TMTI(pvals)