Learn R Programming

sdafilter (version 1.0.0)

Symmetrized Data Aggregation

Description

We develop a new class of distribution free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the dependence structure via sample splitting, data screening and information pooling. The proposed SDA filter first constructs a sequence of ranking statistics that fulfill global symmetry properties, and then chooses a data driven threshold along the ranking to control the FDR. For more information, see the website below and the accompanying paper: Du et al. (2020), "False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation", .

Copy Link

Version

Install

install.packages('sdafilter')

Monthly Downloads

95

Version

1.0.0

License

GPL (>= 2)

Maintainer

Lilun Du

Last Published

March 19th, 2020

Functions in sdafilter (1.0.0)

SDA_M

Symmetrized Data Aggregation