Description Usage Arguments Details Value Author(s) References See Also Examples
Estimate the local FDR values from p-values.
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p |
A vector of p-values (only necessary input). |
pi0 |
Estimated proportion of true null p-values. If NULL, then |
trunc |
If TRUE, local FDR values >1 are set to 1. Default is TRUE. |
monotone |
If TRUE, local FDR values are non-decreasing with increasing p-values. Default is TRUE; this is recommended. |
transf |
Either a "probit" or "logit" transformation is applied to the p-values so that a local FDR estimate can be formed that does not involve edge effects of the [0,1] interval in which the p-values lie. |
adj |
Numeric value that is applied as a multiple of the smoothing bandwidth used in the density estimation. Default is |
eps |
Numeric value that is threshold for the tails of the empirical p-value distribution. Default is 10^-8. |
... |
Additional arguments, passed to |
It is assumed that null p-values follow a Uniform(0,1) distribution.
The estimated proportion of true null hypotheses pi_0 is either
a user-provided value or the value calculated via pi0est
.
This function works by forming an estimate of the marginal density of the
observed p-values, say f(p). Then the local FDR is estimated as
lFDR(p) = pi_0/f(p), with
adjustments for monotonicity and to guarantee that lFDR(p) <= 1. See the Storey (2011) reference below for a concise
mathematical definition of local FDR.
A vector of estimated local FDR values, with each entry corresponding to the entries of the input p-value vector p
.
John D. Storey
Efron B, Tibshirani R, Storey JD, and Tisher V. (2001) Empirical Bayes analysis
of a microarray experiment. Journal of the American Statistical Association, 96: 1151-1160.
http://www.tandfonline.com/doi/abs/10.1198/016214501753382129
Storey JD. (2003) The positive false discovery rate: A Bayesian
interpretation and the q-value. Annals of Statistics, 31: 2013-2035.
http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body&id=pdf_1&handle=euclid.aos/1074290335
Storey JD. (2011) False discovery rates. In International Encyclopedia of Statistical Science.
http://genomine.org/papers/Storey_FDR_2011.pdf
http://www.springer.com/statistics/book/978-3-642-04897-5
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