gQTLstats (version 1.4.2)

pifdr: utility for computing plug-in FDR

Description

utility for computing plug-in FDR

Usage

pifdr( obs, perms, trimToUnit = TRUE, ... )

Arguments

obs

observed association scores

perms

vector of association scores under permutation; length should be integer multiple of length(obs)

trimToUnit

logical, if TRUE, values greater than 1 are replaced by 1. Such values can occur, for example, with relatively small sample sizes.

...

extra arguments ignored

Value

• vector of plug-in FDR estimates congruent to obs

Details

Revised 12/30/13 to employ hist() to rapidly bin the permuted values.

References

Hastie Tibshirani and Friedman Elements of Statistical Learning ch 18.7

Examples

set.seed(1234)
op = par(no.readonly=TRUE)
par(mfrow=c(2,2))
X = c(rchisq(30000,1),rchisq(300,10))
Y = rchisq(30300*3,1)
qqplot(Y, X, xlab="null", ylab="observed")
hist(pp <- pifdr(X,Y), xlab="plug-in FDR", main="")
library(multtest)
rawp = 1-pchisq(X, 1)
MT <- mt.rawp2adjp(rawp) 
MT2 = MT[[1]][order(MT[[2]]),]
plot(MT2[,"BH"], pp, xlab="BH FDR", ylab="plug-in FDR")
par(op)