pSeqStop: P-Value Sequential Adjustment

In eva: Extreme Value Analysis with Goodness-of-Fit Testing

Description

Given a set of (ordered) p-values, returns p-values adjusted according to the ForwardStop and StrongStop stopping rules.

Usage

pSeqStop(p)

Arguments

p	Vector of ordered p-values.

Details

Roughly speaking, under the assumption of independent but ordered p-values, the StrongStop adjusted p-values control for the familywise error rate, while ForwardStop provides control for the false discovery rate.

Value

StrongStop	Vector of ordered p-values adjusted for the familywise error rate.
ForwardStop	Vector of ordered p-values adjusted for the false discovery rate.
UnAdjusted	Vector of non-transformed p-values.

References

G'Sell, M. G., Wager, S., Chouldechova, A., & Tibshirani, R. (2013). Sequential Selection Procedures and False Discovery Rate Control. arXiv preprint arXiv:1309.5352.

Benjamini, Y., & Hochberg, Y. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the Royal Statistical Society. Series B (Methodological), 289-300.

Bader B., Yan J., & Zhang X. (2015). Automated Selection of r for the r Largest Order Statistics Approach with Adjustment for Sequential Testing. Department of Statistics, University of Connecticut.

Examples

x <- rgevr(500, 10, loc = 0.5, scale = 1, shape = 0.5)
y <- gevrSeqTests(x, method = "ed")
pSeqStop(rev(y$p.values))

eva documentation built on Jan. 13, 2021, 8:34 p.m.