Fast Linear Step Up Procedure of Benjamini–Hochberg FDR Method
for Huge-Scale Testing Problems
Description
An efficient algorithm to apply the Benjamini–Hochberg Linear Step Up FDR controlling procedure in huge-scale testing problems (proposed in Vered Madar and Sandra Batista(2016) ). Unlike "BH" method, the package does not require any p value ordering. Besides, it permits separating p values arbitrarily into computationally feasible chunks of arbitrary size and produces the same results as those from applying linear step up BH procedure to the entire set of tests.