R/fdp.R

In sumSome: Permutation True Discovery Guarantee by Sum-Based Tests

#' @title Confidence Bound for the FDP
#' @description This function determines an upper confidence bound for the false discovery proportion
#' within a set of interest. The bound remains valid under post-hoc selection.
#' @usage fdp(object)
#' @param object an object of class \code{sumObj}, as returned by
#' the functions \code{\link{sumStats}} and \code{\link{sumPvals}}.
#' @return \code{fdp} returns an upper (1-\code{alpha})-confidence bound
#' for the false discovery proportion in the set.
#' @author Anna Vesely.
#' @examples
#' # generate matrix of p-values for 5 variables and 10 permutations
#' G <- simData(prop = 0.6, m = 5, B = 10, alpha = 0.4, seed = 42)
#' 
#' # subset of interest (variables 1 and 2)
#' S <- c(1,2)
#'  
#' # create object of class sumObj
#' # combination: harmonic mean (Vovk and Wang with r = -1)
#' res <- sumPvals(G, S, alpha = 0.4, r = -1)
#' res
#' summary(res)
#' 
#' # lower confidence bound for the number of true discoveries in S
#' discoveries(res)
#' 
#' # lower confidence bound for the true discovery proportion in S
#' tdp(res)
#' 
#' # upper confidence bound for the false discovery proportion in S
#' fdp(res)
#' @references
#' Goeman, J. J. and Solari, A. (2011). Multiple testing for exploratory research. Statistical Science, 26(4):584-597.
#' 
#' Hemerik, J. and Goeman, J. J. (2018). False discovery proportion estimation by permutations: confidence for significance analysis of microarrays. JRSS B, 80(1):137-155.
#' 
#' Vesely, A., Finos, L., and Goeman, J. J. (2020). Permutation-based true discovery guarantee by sum tests. Pre-print arXiv:2102.11759.
#' @seealso
#' Create a \code{sumObj} object: \code{\link{sumStats}}, \code{\link{sumPvals}}
#' 
#' Lower confidence bound for the number of true discoveries: \code{\link{discoveries}}
#' 
#' Lower confidence bound for the TDP: \code{\link{tdp}}
#' @export

fdp <- function(object){
  UseMethod("fdp")
}



#' @rdname fdp
#' @export

fdp.sumObj = function(object) {
  return(1- object$TD/object$size)
}