TestCor v0.0.0.9
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FWER and FDR Controlling Procedures for Multiple Correlation Tests
Different multiple testing procedures for correlation tests are implemented. These procedures were shown to theoretically control asymptotically the Family Wise Error Rate (Roux (2018) <https://tel.archives-ouvertes.fr/tel-01971574v1>) or the False Discovery Rate (Cai & Liu (2016) <doi:10.1080/01621459.2014.999157>). The package gather four test statistics used in correlation testing, four FWER procedures with either single step or stepdown versions, and four FDR procedures.
Functions in TestCor
| Name | Description | |
| LCTboot | Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing. | |
| ApplyFwerCor | Applies multiple testing procedures controlling (asymptotically) the FWER for tests on a correlation matrix. | |
| vectorize | Returns a vector containing the upper triangle of a matrix, without the diagonal. | |
| covDcor | Returns the theoretical covariance of empirical correlations. | |
| TestCor-package | FWER and FDR controlling procedures for multiple correlation tests | |
| SimuFdr | Simulates Gaussian data with a given correlation matrix and applies a FDR controlling procedure on the correlations. | |
| maxTinftyCor | Multiple testing method of Drton & Perlman (2007) for correlations. | |
| maxTinftyCor_SD | Multiple testing method of Drton & Perlman (2007) for correlations, with stepdown procedure. | |
| BHCor | Benjamini & Hochberg (1995)'s procedure for correlation testing. | |
| LCTnorm | Procedure LCT-N proposed by Cai & Liu (2016) for correlation testing. | |
| BonferroniCor | Bonferroni multiple testing procedure for correlations. | |
| SidakCor | Sidak multiple testing procedure for correlations. | |
| covDcorNorm | Returns the theoretical covariance of test statistics for correlation testing. | |
| eval_stat | Evaluates the test statistics for tests on correlation matrix entries. | |
| ApplyFwerCor_oracle | Applies an oracle version of MaxTinfty procedure described in Drton & Perlman (2007) for correlation testing. | |
| BHBootCor | Benjamini & Hochberg (1995)'s procedure for correlation testing with bootstrap evaluation of p-values. | |
| ApplyFdrCor | Applies multiple testing procedures built to control (asymptotically) the FDR for correlation testing. | |
| BonferroniCor_SD | Bonferroni multiple testing method for correlations with stepdown procedure. | |
| BootRWCor | Bootstrap multiple testing method of Romano & Wolf (2005) for correlations. | |
| SidakCor_SD | Sidak multiple testing method for correlations with stepdown procedure. | |
| SimuFwer | Simulates Gaussian data with a given correlation matrix and applies a FWER controlling procedure on the correlations. | |
| SimuFwer_oracle | Simulates Gaussian data with a given correlation matrix and applies oracle MaxTinfty on the correlations. | |
| BootRWCor_SD | Boootstrap multiple testing method of Romano & Wolf (2005) for correlations, with stepdown procedure. | |
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Details
| Date | 2019-01-20 |
| Encoding | UTF-8 |
| License | GPL (>= 2) |
| LinkingTo | Rcpp |
| RoxygenNote | 6.1.1 |
| NeedsCompilation | yes |
| Packaged | 2019-02-04 22:35:53 UTC; igannaz |
| Repository | CRAN |
| Date/Publication | 2019-02-08 17:33:24 UTC |
| imports | MASS , Rcpp , stats |
| depends | R (>= 3.4) |
| Contributors | Roux Marine |
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