Description Usage Arguments Details Value Author(s) References Examples
Compute local false discovery rates, following the definitions and description in references listed below.
1 2 |
zz |
A vector of summary statistics, one for each case under
simultaneous consideration. The
calculations assume a large number of cases, say
|
bre |
Number of breaks in the discretization of the z-score axis,
or a vector of breakpoints fully describing the
discretization. If |
df |
Degrees of freedom for fitting the estimated density f(z). |
pct |
Excluded tail proportions of zz's when fitting
f(z). |
pct0 |
Proportion of the zz distribution used in fitting the
null density f0(z) by central matching. If a 2-vector,
e.g. |
nulltype |
Type of null hypothesis assumed in estimating f0(z), for use in the fdr calculations. 0 is the theoretical null N(0,1), 1 is maximum likelihood estimation, 2 is central matching estimation, 3 is a split normal version of 2. |
type |
Type of fitting used for f; 0 is a natural spline, 1 is
a polynomial, in either case with degrees of freedom df [so
total degrees of freedom including the intercept is |
plot |
Plots desired. 0 gives no plots. 1 gives single plot showing the histogram of zz and fitted densities f and p0*f0. 2 also gives plot of fdr, and the right and left tail area Fdr curves. 3 gives instead the f1 cdf of the estimated fdr curve; plot=4 gives all three plots. |
mult |
Optional scalar multiple (or vector of multiples) of the sample size for calculation of the corresponding hypothetical Efdr value(s). |
mlests |
Optional vector of initial values for (delta0, sigma0) in the maximum likelihood iteration. |
main |
Main heading for the histogram plot when |
sw |
Determines the type of output desired. 2 gives a list consisting of the last 5 values listed under Value below. 3 gives the square matrix of dimension bre-1 representing the influence function of log(fdr). Any other value of sw returns a list consisting of the first 5 (6 if mult is supplied) values listed below. |
See the locfdr vignette for details and tips.
fdr |
the estimated local false discovery rate for each case, using the selected type and nulltype. |
fp0 |
the estimated parameters delta (mean of f0), sigma (standard deviation of f0), and p0, along with their standard errors. |
Efdr |
the expected false discovery rate for the non-null cases,
a measure of the experiment's power as described in Section 3
of the second reference. Overall Efdr and right and left values are
given, both for the specified nulltype and for nulltype 0. If
|
cdf1 |
a 99x2 matrix giving the estimated cdf of fdr under the non-null distribution f1. Large values of the cdf for small fdr values indicate good power; see Section 3 of the second reference. Set plot to 3 or 4 to see the cdf1 plot. |
mat |
A matrix of estimates of f(x), f0(x), fdr(x), etc. at the bre-1 midpoints "x" of the break discretization, convenient for comparisons and plotting. Details are in the locfdr vignette. |
z.2 |
the interval along the zz-axis outside of which $fdr(z)<0.2$, the locations of the yellow triangles in the histogram plot. If no elements of zz on the left or right satisfy the criterion, the corresponding element of z.2 is NA. |
call |
the function call. |
mult |
If the argument mult was supplied, vector of the ratios of hypothetical Efdr for the supplied multiples of the sample size to Efdr for the actual sample size. |
pds |
The estimates of p0, delta, and sigma. |
x |
The bin midpoints. |
f |
The values of f(z) at the bin midpoints. |
pds. |
The derivative of the estimates of p0, delta, and sigma with respect to the bin counts. |
stdev |
The delta-method estimates of the standard deviations of the p0, delta, and sigma estimates. |
Bradley Efron, Brit B. Turnbull, and Balasubramanian Narasimhan
Efron, B. (2004) "Large-scale simultaneous hypothesis testing: the choice of a null hypothesis", Jour Amer Stat Assoc, 99, pp. 96–104
Efron, B. (2006) "Size, Power, and False Discovery Rates"
Efron, B. (2007) "Correlation and Large-Scale Simultaneous Significance Testing", Jour Amer Stat Assoc, 102, pp. 93–103
http://statweb.stanford.edu/~ckirby/brad/papers/
1 2 3 |
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