dks: Frequentist and Bayesian diagnostic tests for multiple testing p-values.
Description
This function accepts a matrix of simulated null p-values where each column corresponds
to the p-values from a single simulated study. The null p-values should represent
a subset of all the simulated p-values corresponding to the tests with no signal.
An m0 x B matrix of null p-values, each column corresponds to the p-values from a single simulated study.
alpha
The range of the first parameter for the prior on the beta distribution.
beta
The range of the second parameter for the prior on the beta distribution.
plot
Should diagnostic plots be displayed.
eps
Maximum integration error when computing the posterior distribution.
Value
dkspvalue
The double Kolmogorov-Smirnov p-value.
postprob
A B-vector of the posterior probability that each study's null p-values are uniform.
Details
The dks function performs the Bayesian and Frequentist diagnostic tests outlined
in Leek and Storey (2009). The result of the function is a double Kolmogorov-Smirnov p-value as well
as posterior probability of uniformity estimates for each of the studies. The p-values
should be simulated from a realistic distribution and only the null p-values should
be passed to the dks function.
References
J.T. Leek and J.D. Storey, "The Joint Null Distribution of Multiple Hypothesis Tests."