TestSet_LocalTest: Test a subset of hypotheses in its closure using a...

In TMTI: 'Too Many, Too Improbable' (TMTI) Test Procedures

Test a subset of hypotheses in its closure using a user-specified local test

Description

Test a subset of hypotheses in its closure using a user-specified local test

Usage

TestSet_LocalTest(
  LocalTest,
  pvals,
  subset,
  alpha = 0.05,
  EarlyStop = FALSE,
  verbose = FALSE,
  mc.cores = 1L,
  chunksize = 4 * mc.cores,
  is.sorted = FALSE,
  ...
)

TestSet_localTest(
  localTest,
  pvals,
  subset,
  alpha = 0.05,
  EarlyStop = FALSE,
  verbose = FALSE,
  mc.cores = 1L,
  chunksize = 4 * mc.cores,
  is.sorted = FALSE,
  ...
)

Arguments

LocalTest	Function which defines a combination test.
pvals	Numeric vector of p-values.
subset	Numeric vector; the subset to be tested.
alpha	Numeric; the level to test at, if stopping early. Defaults to 0.05.
EarlyStop	Logical; set to TRUE to stop as soon as a hypothesis can be accepted at level alpha. This speeds up the procedure, but now only provides lower bounds on the p-values for the global test.
verbose	Logical; set to TRUE to print progress.
mc.cores	Number of cores to parallelize onto.
chunksize	Integer indicating the size of chunks to parallelize. E.g., if setting chunksize = mc.cores, each time a parallel computation is set up, each worker will perform only a single task. If mc.cores > chunksize, some threads will be inactive.
is.sorted	Logical, indicating whether the supplied p-values are already is.sorted. Defaults to FALSE.
...	Additional arguments.
localTest	A function specifying a local test (deprecated).

Value

The adjusted p-value for the test of the hypothesis that there are no false hypotheses among the selected subset.

Examples

## Simulate p-values; 10 from false hypotheses, 10 from true
pvals = sort(c(
  rbeta(10, 1, 20), # Mean value of .1
  runif(10)
))
## Test whether the highest 10 contain any false hypotheses using a Bonferroni test
TestSet_LocalTest(function(x) {
  min(c(1, length(x) * min(x)))
}, pvals, subset = 11:20)

TMTI documentation built on Aug. 10, 2022, 5:06 p.m.