Computes the basic false discovery rate given a vector of p-values and returns the index of the maximal p-value satisfying the FDR condition.

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed coming), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <DOI:10.1201/9780429273285>.

David Stoffer

astsa

Applied Statistical Time Series Analysis

FDR function

<dl> <dt>pvals </dt>
<dd>a vector of pvals on which to conduct the multiple testing</dd> <dt>qlevel </dt>
<dd>the proportion of false positives desired</dd></dl>

Arguments

Basic False Discovery Rate — FDR

<dl>

 <dt>pvals </dt>
<dd>a vector of pvals on which to conduct the multiple testing</dd>

 <dt>qlevel </dt>
<dd>the proportion of false positives desired</dd>

</dl>

FDR: Basic False Discovery Rate

Description

Usage

Value

Arguments

References