Description Usage Arguments Details Value See Also Examples
Computes the exponential p-value weights for multiple testing.
Given estimated means mu
of test statistics T
,
the p-value weights are proportional to exp(beta*mu)
,
for a tilt parameter beta
. In addition, the large weights are truncated
at a maximum value UB
(upper bound), and the remaining weight is re-distributed
among the rest of the statistics.
1 | exp_weights(mu, beta = 2, UB = Inf)
|
mu |
the estimated means of the test statistics |
beta |
(optional) weights are proportional to |
UB |
(optional) upper bound on the weights (default |
Specifically, it is assumed that T
are Gaussian with mean
mu
. One-sided tests of mu>=0
against mu<0
are conducted using the test statistics T
. To optimize power,
different levels are allocated to different tests.
For more details, see the paper "Optimal Multiple Testing Under a
Gaussian Prior on the Effect Sizes", by Dobriban, Fortney, Kim and Owen,
http://arxiv.org/abs/1504.02935
The exponential weights.
bayes_weights
for Bayes, spjotvoll_weights
for Spjotvoll weights, and exp_weights
for exponential
weights
Other p.value.weighting: bayes_weights
;
iGWAS
; spjotvoll_weights
1 2 3 4 5 | J <- 100
mu <- rnorm(J)
beta <- 2
UB <- 20
w <- exp_weights(mu, beta, UB)
|
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