mutoss (version 0.1-9)

indepBR: Blanchard-Roquain (2009) 1-stage adaptive step-up

Description

Blanchard-Roquain (2009) 1-stage adaptive step-up

Usage

indepBR(pValues, alpha, lambda=1, silent=FALSE)

Arguments

pValues

the used p-values (assumed to be independent)

alpha

the level at which the FDR should be controlled.

lambda

parameter of the procedure, should belong to (0, 1/alpha) (lambda=1 default)

silent

if true any output on the console will be suppressed.

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
• errorControl
  A Mutoss S4 class of type errorControl, containing the type of error controlled by the function and the level alpha.

Details

This is a step-up procedure with critical values

C_i = alpha * min( i * ( 1 - lambda * alpha) / (m - i + 1) , lambda )

where alpha is the level at which FDR should be controlled and lambda an arbitrary parameter belonging to (0, 1/alpha) with default value 1. This procedure controls FDR at the desired level when the p-values are independent.

References

Blanchard, G. and Roquain, E. (2009) Adaptive False Discovery Rate Control under Independence and Dependence Journal of Machine Learning Research 10:2837-2871.