TopDown_LocalTest: TopDown LocalTest algorithm for estimating a 1-alpha...

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

TopDown LocalTest algorithm for estimating a 1-alpha confidence set for the number of false hypotheses among a set.

Description

TopDown LocalTest algorithm for estimating a 1-alpha confidence set for the number of false hypotheses among a set.

Usage

TopDown_LocalTest(
  LocalTest,
  pvals,
  subset = NULL,
  alpha = 0.05,
  verbose = FALSE,
  mc.cores = 1L,
  chunksize = 4 * mc.cores,
  direction = "binary",
  ...
)

TopDown_localTest(
  localTest,
  pvals,
  subset = NULL,
  alpha = 0.05,
  verbose = TRUE,
  mc.cores = 1L,
  chunksize = 4 * mc.cores,
  ...
)

Arguments

LocalTest	A function specifying a local test.
pvals	A vector of p-values.
subset	Numeric vector specifying a subset a p-values to estimate a confidence set for the number of false hypotheses for. Defaults to NULL corresponding to estimating a confidence set for the number of false hypotheses in the entire set.
alpha	Level in [0,1] at which to generate confidence set. Defaults to 0.05.
verbose	Logical, indicating whether or not to write out the progress. Defaults to TRUE.
mc.cores	Integer specifying the 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.
direction	A string indicating whether to perform a binary search ('binary'/'b') or decreasing ('decreasing'/'d') search. Defaults to 'binary', which has better computational complexity.
...	Additional parameters.
localTest	A function specifying a local test (deprecated).

Value

A 1-alpha bound lower for the number of false hypotheses among the specified subset of the supplied p-values

Examples

## Simulate some p-values
## The first 10 are from false hypotheses, the next 10 are from true
pvals = c(
  rbeta(10, 1, 20), ## Mean value of .05
  runif(10)
)
## Estimate the confidence set using a local Bonferroni test
TopDown_LocalTest(function(x) {
  min(c(1, length(x) * min(x)))
}, pvals)

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