astsa (version 1.3)

FDR: Basic False Discovery Rate

Description

Computes the basic false discovery rate given a vector of p-values; see Example 7.4 on page 427 for a demonstration.

Usage

FDR(pvals, qlevel = 0.05)

Arguments

pvals

a vector of pvals on which to conduct the multiple testing

qlevel

the proportion of false positives desired

Value

• fdr.id
  NULL if no significant tests, or the index of the maximal p-value satisfying the FDR condition.

References

http://www.stat.berkeley.edu/~paciorek/code/fdr/fdr.R