weighted.LR: Weighted Lehmann-Romano Procedure

In FDX: False Discovery Exceedance Controlling Multiple Testing Procedures

Weighted Lehmann-Romano Procedure

Description

Apply the weighted [wLR] procedure, with or without computing the critical values, to a set of p-values. Both arithmetic and geometric weighting are available.

Usage

weighted.LR(
  raw.pvalues,
  weights,
  alpha = 0.05,
  zeta = 0.5,
  weighting.method = "AM",
  critical.values = FALSE
)

wLR.AM(raw.pvalues, weights, alpha = 0.05, zeta = 0.5, critical.values = FALSE)

wLR.GM(raw.pvalues, weights, alpha = 0.05, zeta = 0.5, critical.values = FALSE)

Arguments

raw.pvalues	vector of the raw observed p-values, as provided by the end user and before matching with their nearest neighbor in the CDFs supports.
weights	a numeric vector. Contains the weights of the p-values.
alpha	the target FDP, a number strictly between 0 and 1. For *.fast kernels, it is only necessary, if stepUp = TRUE.
zeta	the target probability of not exceeding the desired FDP, a number strictly between 0 and 1. If zeta=NULL (the default), then zeta is chosen equal to alpha.
weighting.method	a character string specifying whether to conduct arithmetic (direction="AM", the default) or geometric weighting (direction="GM") of p-values.
critical.values	a boolean. If TRUE, critical constants are computed and returned (this is computationally intensive).

Details

wLR.AM and wLR.GM are wrapper functions for weighted.LR. The first one simply passes all its parameters to weighted.LR with weighting.method = "AM" and wLR.GM does the same with weighting.method = "GM".

Value

A FDX S3 class object whose elements are:

Rejected	Rejected raw p-values.
Indices	Indices of rejected hypotheses.
Num.rejected	Number of rejections.
Adjusted	Adjusted p-values (only for step-down direction).
Weighted	Weighted p-values.
Critical.values	Critical values (if requested).
Method	A character string describing the used algorithm, e.g. 'Discrete Lehmann-Romano procedure (step-up)'.
FDP.threshold	FDP threshold alpha.
Exceedance.probability	Probability zeta of FDP exceeding alpha; thus, FDP is being controlled at level alpha with confidence 1 - zeta.
Weighting	A character string describing the weighting method.
Data$raw.pvalues	The values of raw.pvalues.
Data$weights	The values of weights.
Data$data.name	The respective variable names of raw.pvalues and pCDFlist.

See Also

kernel, FDX-package, continuous.LR, continuous.GR, discrete.LR, discrete.GR, discrete.PB, weighted.GR, weighted.PB

Examples

# Construction of the p-values and their supports for weighted methods
raw.pvalues.weighted <- c(0.7389727, 0.1882310, 0.1302457, 0.9513677,
                         0.7592122, 0.0100559, 0.0000027, 0.1651034)
weights <- c(0.7947122, 1.2633867, 2.8097858, 2.2112801,
            2.3878654, 1.2389620, 2.3878654, 0.7947122)

wLR.AM.fast <- wLR.AM(raw.pvalues.weighted, weights)
summary(wLR.AM.fast)

wLR.AM.crit <- wLR.AM(raw.pvalues.weighted, weights, critical.values = TRUE)
summary(wLR.AM.crit)

wLR.GM.fast <- wLR.GM(raw.pvalues.weighted, weights)
summary(wLR.GM.fast)

wLR.GM.crit <- wLR.GM(raw.pvalues.weighted, weights, critical.values = TRUE)
summary(wLR.GM.crit)

FDX documentation built on Oct. 18, 2022, 9:09 a.m.