Description Usage Arguments Value References See Also Examples
Applies multiple testing procedures controlling (asymptotically) the FWER for tests on a correlation matrix. Methods are described in Chapter 5 of Roux (2018).
1 2 3 4 5 6 7 8 9 10 11 |
data |
matrix of observations |
alpha |
level of multiple testing (used if logical=TRUE) |
stat_test |
|
method |
choice between 'Bonferroni', 'Sidak', 'BootRW', 'MaxTinfty' |
Nboot |
number of iterations for Monte-Carlo of bootstrap quantile evaluation |
stepdown |
logical, if TRUE a stepdown procedure is applied |
vect |
if TRUE returns a vector of adjusted p-values, corresponding to |
logical |
if TRUE, returns either a vector or a matrix where each element is equal to TRUE if the corresponding null hypothesis is rejected, and to FALSE if it is not rejected
if |
arr.ind |
if TRUE, returns the indexes of the significant correlations, with repspect to level alpha |
Returns either
the adjusted p-values, as a vector or a matrix, depending on vect
logicals indicating if the corresponding correlation is significant if logical=TRUE
, as a vector or a matrix depending on vect
,
an array containing indexes \lbrace(i,j),\,i<j\rbrace for which correlation between variables i and j is significant, if arr.ind=TRUE
.
Bonferroni, C. E. (1935). Il calcolo delle assicurazioni su gruppi di teste. Studi in onore del professore salvatore ortu carboni, 13-60.
Drton, M., & Perlman, M. D. (2007). Multiple testing and error control in Gaussian graphical model selection. Statistical Science, 22(3), 430-449.
Romano, J. P., & Wolf, M. (2005). Exact and approximate stepdown methods for multiple hypothesis testing. Journal of the American Statistical Association, 100(469), 94-108.
Roux, M. (2018). Graph inference by multiple testing with application to Neuroimaging, Ph.D., Université Grenoble Alpes, France, https://tel.archives-ouvertes.fr/tel-01971574v1.
Šidák, Z. (1967). Rectangular confidence regions for the means of multivariate normal distributions. Journal of the American Statistical Association, 62(318), 626-633.
ApplyFwerCor_SD, ApplyFdrCor
BonferroniCor, SidakCor, BootRWCor, maxTinftyCor
BonferroniCor_SD, SidakCor_SD, BootRWCor_SD, maxTinftyCor_SD
1 2 3 4 5 6 7 8 9 10 11 | n <- 100
p <- 10
corr_theo <- diag(1,p)
corr_theo[1,3] <- 0.5
corr_theo[3,1] <- 0.5
data <- MASS::mvrnorm(n,rep(0,p),corr_theo)
# adjusted p-values
(res <- ApplyFwerCor(data,stat_test='empirical',method='Bonferroni',stepdown=FALSE))
# significant correlations, level alpha:
alpha <- 0.05
whichCor(res<alpha)
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