Description Usage Arguments Details Value Author(s) References
fdr.estimate.eta0
estimates the proportion eta0 of null p-values in a given
vector of p-values. This quantity is an important parameter
when controlling the false discovery rate (FDR). A conservative choice is
eta0 = 1 but a choice closer to the true value will increase efficiency
and power
- see Benjamini and Hochberg (1995, 2000) and Storey (2002) for details.
1 2 | fdr.estimate.eta0(p, method=c("conservative", "adaptive", "bootstrap",
"smoother"), lambda=seq(0,0.95,0.05) )
|
p |
vector of p-values. |
method |
algorithm used to estimate the proportion of null p-values. Available options are "conservative" (default), "adaptive", "bootstrap", and "smoother". |
lambda |
optional tuning parameter vector needed for "bootstrap"
and "smoothing" methods (defaults to |
The function fdr.estimate.eta0
provides four algorithms: the "conservative"
method always returns eta0 = 1 (Benjamini and Hochberg, 1995), "adaptive"
uses the approach suggested in Benjamini and Hochberg (2000), "bootstrap"
employs the method from Storey (2002), and "smoother" uses the smoothing spline
approach in Storey and Tibshirani (2003).
The estimated proportion eta0 of null p-values.
Konstantinos Fokianos and Korbinian Strimmer.
Adapted in part from S-PLUS code by Y. Benjamini and R code from J.D. Storey (http://genomics.princeton.edu/storeylab/).
"conservative" procedure: Benjamini, Y., and Y. Hochberg (1995) Controlling the false discovery rate: a practical and powerful approach to multiple testing. J. Roy. Statist. Soc. B, 57, 289–300.
"adaptive" procedure: Benjamini, Y., and Y. Hochberg (2000) The adaptive control of the false discovery rate in multiple hypotheses testing with independent statistics. J. Behav. Educ. Statist., 25, 60–83.
"bootstrap" procedure: Storey, J. D. (2002) A direct approach to false discovery rates. J. Roy. Statist. Soc. B., 64, 479–498.
"bootstrap" procedure: Storey, J. D., and R. Tibshirani (2003) Statistical significance for genome-wide experiments. Proc. Nat. Acad. Sci. USA, 100, 9440-9445.
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