concentration-function: Concentration set calculation

In hommel: Methods for Closed Testing with Simes Inequality, in Particular Hommel's Method

Description

Calculates the concentration set threshold. The concentration set is the subset of the p-values that contains all discoveries at confidence level 1-alpha.

Usage

 
  concentration (hommel, alpha=0.05) 

Arguments

hommel	The hommel object for the complete multiple testing problem.
alpha	The type I error allowed.

Value

Returns a p-value. P-values larger than that value contain no discoveries in this data set at this level of alpha and may be disregarded.

Author(s)

Jelle Goeman.

References

Goeman, J., Meijer, R., Krebs, T., & Solari, A. (2016). Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing. arXiv preprint arXiv:1611.06739.

Examples

  #Generate a vector of pvalues
  set.seed(102)
  m <- 10
  pvalues <- c(runif(0.5*m,0,0.02), runif(0.5*m,0,1))
  
  # First step: create a hommel object.
  # Use Simes'test (simes = TRUE) or Hommel's robust test (simes = FALSE)
  hom <- hommel(pvalues, simes = TRUE)

  # Find the concentration set bound
  threshold <- concentration(hom)
  
  # Find the concentration set itself
  set <- pvalues <= threshold
  sum(set)

hommel documentation built on Dec. 17, 2021, 5:11 p.m.