TSBKY_pi0_est | R Documentation |
The two-step estimation method of Benjamini, Krieger and Yekutieli for estimating pi0 is applied to pValues.
It consists of the following two steps:
Step 1. Use the linear step-up procedure at level alpha' =alpha/(1+alpha). Let r1 be the number of
rejected hypotheses. If r1=0 do not reject any hypothesis and stop; if r1=m reject all m
hypotheses and stop; otherwise continue.
Step 2. Let \hat{m0} =(m - r1)
and \hat{pi0} = \hat{m0} / m
.
TSBKY_pi0_est(pValues, alpha)
pValues |
The raw p-values for the marginal test problems |
alpha |
The parameter (to be interpreted as significance level) for the procedure |
pi0.TSBKY |
The estimated proportion of true null hypotheses. |
WerftWiebke
Benjamini, Y., Krieger, A. and Yekutieli, D. (2006). Adaptive linear step-up procedures that control the false discovery rate Biometrika 93, 3, page 495.
my.pvals <- c(runif(50), runif(50, 0, 0.01))
result <- TSBKY_pi0_est(my.pvals, 0.1)
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