ncpest: Estimation of the density of absolute noncentrality...

In pi0: Estimating the Proportion of True Null Hypotheses for FDR

Description

Estimation of the density of absolute noncentrality parameters, using linear B-spline model.

Usage

nparncpp(p,
    breaks=min(2000,round(length(p)/5)),
    test=c("t","z"),
    df,
    alternative=c("two.sided", "less", "greater"),
    compromise.n=1,
    lambdas=#if(penalty_type==1)10^seq(-2,6,length=6) else 
            10^seq(-4,6,length=11),
    deltamax='auto',
    nknots,
    ndelta=500,
    solver=c("lsei","LowRankQP","solve.QP","ipop"),
    weights=1,
    keep.cdf=NULL,
    LowRankQP.method=c('LU','CHOL'),
    lsei.method=c('chol','svd','eigen'),
    debugging=FALSE,
    ...)

Arguments

p	p-value vector
breaks	break points to bin the p-values
test	either t-test or z-test
df	degrees of freedom for the test
alternative	Same as in t.test
compromise.n	Number of components in the compromised estimate
lambdas	Candidate tuning parameters
deltamax	Assumed maximum noncentrality parameters
nknots	Number of knots
ndelta	Number of points to evaluate the noncentrality parameters
solver	Quadratic programming solver function
weights	Bin weights
keep.cdf	Either NULL or an environment. If non-null, the computed computed conditional CDF will be saved keep.cdf. See cond.cdf.
LowRankQP.method	Method for LowRankQP
lsei.method	Method for lsei
debugging	Logical: print excessive messages
...	Additional argumenets to solver

Value

An object of class c('nparncpp','ncpest').

Note

The code right now is not completely compatible with the ncpest class and is subject to change in future versions.

Author(s)

Long Qu translated and enhanced the original MATLAB code from Dr. David Ruppert.

References

Ruppert, Nettleton, Hwang. (2007) Exploring the Information in p-values for the Analysis and Planning of Multiple-test Experiments. Biometrics. 63. 483-495.

See Also

nparncpt, sparncpt, parncpt, dncp

pi0 documentation built on July 9, 2017, 9:01 a.m.