Description Usage Arguments Value Examples
Stepwise significant block selection
1 | StepSelect(z.block, alpha = 0.05)
|
z.block |
a M * 2 matrix of z statistics |
alpha |
thresholding parameter |
Return a list consist of two vectors: 1. A vector of p-value at each step 2. A vector of identified significant block locations.
1 2 3 4 5 6 7 8 9 10 | 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);
StepSelect(cbind(Z1,Z2), alpha = 0.05 )
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