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TestCor (version 0.0.2.2)

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.

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Install

install.packages('TestCor')

Monthly Downloads

153

Version

0.0.2.2

License

GPL (>= 2)

Maintainer

Irene Gannaz

Last Published

October 15th, 2020

Functions in TestCor (0.0.2.2)

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.
SidakCor_SD

Sidak multiple testing method for correlations with stepdown procedure.
SimuFwer_oracle

Simulates Gaussian data with a given correlation matrix and applies oracle MaxTinfty on the correlations.
LCTnorm

Procedure LCT-N proposed by Cai & Liu (2016) for correlation testing.
SimuFwer

Simulates Gaussian data with a given correlation matrix and applies a FWER controlling procedure on the correlations.
SidakCor

Sidak multiple testing procedure for correlations.
SimuFdr

Simulates Gaussian data with a given correlation matrix and applies a FDR controlling procedure on the correlations.
whichCor

Returns the indexes of an upper triangular matrix with logical entries.
covDcor

Returns the theoretical covariance of empirical correlations.
covD2nd

Returns the theoretical covariance of empirical correlations.
covDcorNorm

Returns the theoretical covariance of test statistics for correlation testing.
eval_stat

Evaluates the test statistics for tests on correlation matrix entries.
maxTinftyCor_SD

Multiple testing method of Drton & Perlman (2007) for correlations, with stepdown procedure.
maxTinftyCor

Multiple testing method of Drton & Perlman (2007) for correlations.
ApplyFwerCor

Applies multiple testing procedures controlling (asymptotically) the FWER for tests on a correlation matrix.
UncorrectedCor

Uncorrected testing procedure for correlations.
vectorize

Returns a vector containing the upper triangle of a matrix, without the diagonal.
unvectorize

Returns an upper-triangle matrix, without the diagonal, containing the elements of a given vector.
TestCor-package

FWER and FDR controlling procedures for multiple correlation tests
BonferroniCor_SD

Bonferroni multiple testing method for correlations with stepdown procedure.
LCTboot

Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing.
ApplyFdrCor

Applies multiple testing procedures built to control (asymptotically) the FDR for correlation testing.
BootRWCor_SD

Boootstrap multiple testing method of Romano & Wolf (2005) for correlations, with stepdown procedure.
BHCor

Benjamini & Hochberg (1995)'s procedure for correlation testing.
BonferroniCor

Bonferroni multiple testing procedure for correlations.
BootRWCor

Bootstrap multiple testing method of Romano & Wolf (2005) for correlations.