pweight (version 0.0.1)

spjotvoll_weights: Spjotvoll p-value weights

Description

Computes the Spjotvoll p-value weights for multiple testing. Given estimated means mu of test statistics T, the weighting scheme optimizes the expected number of discoveries using T as test statistics in multiple testing at some specific level q.

Usage

spjotvoll_weights(mu, q)

Arguments

mu

a negative vector, the estimated means of test statistics

q

level at which tests will be performed

Value

The optimal Spjotvoll weights.

Details

Specifically, it is assumed that T are Gaussian with mean mu. One-sided tests of mu>=0 against mu<0< code=""> are conducted using the test statistics T. To optimize power, different levels are allocated to different tests. For more details, see the paper "Optimal Multiple Testing Under a Gaussian Prior on the Effect Sizes", by Dobriban, Fortney, Kim and Owen, http://arxiv.org/abs/1504.02935

See Also

Other p.value.weighting: bayes_weights; exp_weights; iGWAS

Examples

J <- 100
mu <- -abs(rnorm(J))
q <- 0.05 / J
w <- spjotvoll_weights(mu, q)