mutoss (version 0.1-3)

two.stage: A p-value procedure which controls the FDR for independent test statistics.

Description

A p-value procedure which controls the FDR for independent test statistics.

Usage

two.stage(pValues, alpha)

Arguments

pValues

A numeric vecor of p-values.

alpha

The FDR error rate to control.

Value

• A list containing:
• rejected
  A logical vector indicating which hypotheses are rejected
• criticalValues
  A numeric vector containing critical values used in the step-up-down test.
• adjPValues
  A numeric vector containing adjusted p-values.
• pi0
  An estimate of the proportion of true null hypotheses among all hypotheses (pi0=m0/m).
• errorControl
  A Mutoss S4 class of type errorControl, containing the type of error controlled by the function and the level alpha.

Details

In the Benjamini-Krieger-Yekutieli two-stage procedure the linear step-up procedure is used in stage one to estimate m0 which is re-plugged in a linear step-up. This procedure is more powerful then non-adaptive procedures, while still controlling the FDR. On the other hand, error control is not guaranteed under dependence in which case more conservative procedures should be used (e.g. BH).

Examples

pvals<- runif(100)^2
two.stage(pvals, 0.1)