mutoss (version 0.1-3)

BH: Benjamini-Hochberg (1995) linear step-up procedure

Description

Benjamini-Hochbergs Linear Step-Up Procedure. The procedure controls the FDR when the test statistics are stochastically independent or satisfy positive regression dependency (PRDS) (see Benjamini and Yekutieli 2001 for details). The Benjamini-Hochberg (BH) step-up procedure considers ordered pValues P_(i). It defines k as the largest i for which P_(i)

Usage

BH(pValues, alpha, silent=FALSE)

Arguments

pValues

The used unadjusted pValues.

alpha

The level at which the FDR shall be controlled.

silent

If true any output on the console will be suppressed.

Value

• A list containing:
• adjPValues
  A numeric vector containing the adjusted pValues
• criticalValues
  A numeric vector containing critical values used in the step-up test
• rejected
  A logical vector indicating which hypotheses are rejected
• errorControl
  A Mutoss S4 class of type errorControl, containing the type of error controlled by the function and the level alpha.

References

Benjamini, Y. and Hochberg, Y. (1995). Controlling the false discovery rate: A practical and powerful approach to mulitple testing. Journal of the Royal Statistical Society, Series B, 57:289-300.$n$

Benjamini, Y. and Yekutieli, D. (2001). The control of the false discovery rate in multiple testing under dependency. Annals of Statistics, 29(4):1165-1188.$n$

Benjamini, Y., Krieger, A. and Yekutieli, D. (2006). Adaptive linear step-up procedures that control the false discovery rate. Biometrika, 93(3):491-507.

Examples

alpha <- 0.05
p <-c(runif(10, min=0, max=0.01), runif(10, min=0.9, max=1))
result <- BH(p, alpha)
result <- BH(p, alpha, silent=TRUE)