ac_fdr.calc_delta: Approximate adjustment factor for "False Discovery Rate...
In MHTcop: Tests Controlling the FDR / FWER under Certain Copula Models
Description
Usage
Arguments
References
Description
Approximates the adjustement factor described in Bodnar, Dickhaus (2014) using a Monte Carlo integration.
Usage
1
2
ac_fdr.calc_delta(cop, m, m0, alpha = 0.05, num.reps = 1e+05,
calc.var = FALSE)
Arguments
cop
The copula
m
The number of hypotheses
m0
A reasonable lower bound for the number of true hypotheses
alpha
the desired significance level
num.reps
The number of Monte Carlo simulations to use
calc.var
Additionaly calculate the variance (mostly for the examples)
References
T. Bodnar and T. Dickhaus (2014). False discovery rate control under Archimedean copula. Electronic Journal of Statistics Volume 8, Number 2 (2014), 2207-2241.
MHTcop documentation built on May 2, 2019, 7:59 a.m.
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Description Usage Arguments References
Description
Approximates the adjustement factor described in Bodnar, Dickhaus (2014) using a Monte Carlo integration.
Usage
1 2 | ac_fdr.calc_delta(cop, m, m0, alpha = 0.05, num.reps = 1e+05,
calc.var = FALSE)
|
Arguments
cop |
The copula |
m |
The number of hypotheses |
m0 |
A reasonable lower bound for the number of true hypotheses |
alpha |
the desired significance level |
num.reps |
The number of Monte Carlo simulations to use |
calc.var |
Additionaly calculate the variance (mostly for the examples) |
References
T. Bodnar and T. Dickhaus (2014). False discovery rate control under Archimedean copula. Electronic Journal of Statistics Volume 8, Number 2 (2014), 2207-2241.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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