nfsdr2_all: Nonparametric false simultaneous discovery rate control, two...
In ssa: Simultaneous Signal Analysis

Description Usage Arguments Value Examples

Given two sequences of paired test statistics, returns all rectangular rejections that identify the largest number of simultaneous signals while also controlling the false discovery rate. Allows different thresholds for each sequence.

1	nfsdr2_all(T1, T2, alpha, m1 = 5000, m2 = 5000)

`T1, T2`	paired vectors of test statistics, both must be the same length; must be stochastically larger under the alternative than under the null; must contain only positive values
`alpha`	nominal false simultaneous discovery rate
`m1, m2`	search only up the m1th (m2th) most significant test statistic in T1 (T2)

k x 2 matrix, where k is the number of rectangular regions found; the first column is the threshold for T1 and the second column is for T2

## generate paired test statistics
p <- 10^6; ## total number of pairs
X <- c(rep(0,p-30),rep(1,10),rep(2,10),rep(3,10));
## X=0: no signal in either sequence of tests
## X=1: signal in sequence 1 only
## X=2: signal in sequence 2 only
## X=3: simultaneous signal
set.seed(1);
Z1 <- rnorm(p,0,1); Z1[X==1|X==3] <- rnorm(20,3,1);
Z2 <- rnorm(p,0,1); Z2[X==2|X==3] <- rnorm(20,4,1);
## all rectangular rejection regions
out.zz <- fsdr_all(abs(Z1),abs(Z2),alpha=0.05,m1=1000,m2=1000);
## 10 sets of identified simultaneous signals
R <- apply(out.zz[1:10,],1,function(x){
             which(abs(Z1)>=x[1]&abs(Z2)>=x[2]);
           });