Learn R Programming
⚠️There's a newer version (0.0.2.2) of this package.Take me there.

TestCor (version 0.0.0.9)

FWER and FDR Controlling Procedures for Multiple Correlation Tests

Description

Different multiple testing procedures for correlation tests are implemented. These procedures were shown to theoretically control asymptotically the Family Wise Error Rate (Roux (2018) ) or the False Discovery Rate (Cai & Liu (2016) ). The package gather four test statistics used in correlation testing, four FWER procedures with either single step or stepdown versions, and four FDR procedures.

Copy Link

Version

Install

install.packages('TestCor')

Monthly Downloads

179

Version

0.0.0.9

License

GPL (>= 2)

Maintainer

Irene Gannaz

Last Published

February 8th, 2019

Functions in TestCor (0.0.0.9)

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.