cred.set: Calculate a credible set for the posterior distribution on...

In dks: The double Kolmogorov-Smirnov package for evaluating multiple testing procedures.

Description

This function accepts a distribution calculated with pprob.dist and calculates a credible set of the specified level for the hyperparameters. If the credible set includes the value (1,1) the sample is likely to be uniform.

Usage

  cred.set(dist,delta=NULL,level=0.95)

Arguments

dist	The posterior distribution for the hyperparameters computed with pprob.dist.
delta	The grid size, must match the grid size from pprob.dist.
level	The level of the credible set.

Details

The cred.set function calculates a credible set of the specified level based on the distribution calculated with pprob.dist. The grid size, delta, should match the grid size from the call to pprob.dist. The result is a matrix of the same size as dist which indicates whether each point is in the credible set.

Value

cred	The credible set for the hyper-parameters of the beta distribution.
level	The user specified level of the set.
elevel	The empirical level of the set, the smaller delta is, the closer elevel will be to level.

Author(s)

Jeffrey T. Leek [e-mail]

References

J.T. Leek and J.D. Storey, "The Joint Null Distribution of Multiple Hypothesis Tests."

See Also

dks, dks.pvalue, pprob.dist,cred.set

Examples

  ## Load data
  data(dksdata) 

  ## Calculate the posterior distribution
  dist1 <- pprob.dist(P[,1])

  delta = 0.1
  ## Calculate a 95% credible set
  cred1 <- cred.set(dist1,delta=0.1)

  ## Plot the posterior and the credible set
  
  alpha <- seq(0.1,10,by=delta)
  beta <- seq(0.1,10,by=delta)

  par(mfrow=c(1,2))
  image(log10(alpha),log10(beta),dist1,xaxt="n",yaxt="n",xlab="Alpha",ylab="Beta")
  axis(1,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2"))
  axis(2,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2"))
  points(0,0,col="blue",cex=1,pch=19)	

  image(log10(alpha),log10(beta),cred1$cred,xaxt="n",yaxt="n",xlab="Alpha",ylab="Beta")
  axis(1,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2"))
  axis(2,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2"))
  points(0,0,col="blue",cex=1,pch=19)	

dks documentation built on Nov. 8, 2020, 5:40 p.m.