exceedance_inference: Perform multiple hypothesis testing while controlling the...

In Jiefei-Wang/exceedance: Multiple Hypothesis Testing While Controlling the Exceedance Probability of the False Discovery Proportion

Perform multiple hypothesis testing while controlling the exceedance rate

Description

Perform multiple hypothesis testing while controlling the exceedance rate. The exceedance rate is Prob(FDP > bound), where FDP is the false discover proportion defined by the number of false positives devided by the number of total rejections. Small FDP with large number of reject is favorable in practice.

Usage

exceedance_inference(profiled_data, alpha, bound)

Arguments

profiled_data	an exceedance_profile object
alpha	numeric, the confidence level
bound	The upper bound of the false discover proportion

Value

Indices of the hypotheses that are rejected in the procedure.

Examples

## The 3rd pvalue statistic
param <- param_fast_GW(statistic = "kth_p", param1 = 3)

## generate p-values
x <- rbeta(10, 1, 10)

## profile the data
profile <- profile_pvalue(x,param)


## compute the 95% confidence envolop
alpha <- 0.05

## reject the first three hypotheses
exceedance_confidence(profile, alpha, ri = 3)

## reject the hypothese which pvalues are equal to
## the first three samples.
## In other word, this is equivalent to reject the first three hypotheses
exceedance_confidence(profile, alpha, rx = x[1:3])

## reject the hypotheses which have the lowest 3 p-values
exceedance_confidence(profile, alpha, sri = 3)


## Determine which hypotheses can be rejected while controlling the
## exceedance rate: P(FDP > bound) < alpha
alpha <- 0.05
bound <- 0.2
exceedance_inference(profile, alpha, bound)

Jiefei-Wang/exceedance documentation built on May 11, 2022, 1:43 a.m.