Estimation: Title

In Marie-PerrotDockes/sanssouci.hmm: Confindence bound on the FDP after post-selection under an HMM

Title

Description

Title

Usage

Estimation(
  x,
  h = 0.3,
  m0_init,
  sd0_init,
  df_init,
  norm_init,
  max_pi0 = 0.99999,
  f0_known = TRUE,
  f0x_est = NULL,
  pval = NULL,
  plot = FALSE,
  size_plot = min(10000, length(x)),
  approx = TRUE,
  maxit = 1000
)

Arguments

x	value of the statistics
h	window for the kernel estimation
m0_init	if norm_init TRUE, initial expectency of the law under H0
sd0_init	if norm_init TRUE, initial sd of the law under H0
df_init	degree of freedom if f0 is initialized with a student
norm_init	either f0 is initialized with a normal distribution
max_pi0	pi0 cann't get to close to one it is the maximum value
f0_known	wether or not f0 is known. (If not f0 is estimated)
f0x_est	(if f0 is known it's the value of f0 for each element of x)
pval	one can also provide directly some p-value
plot	represents the density ?
size_plot
approx
maxit	maximum number of iteration

Value

a list with the estimated parameters (the value of f0 and f1 for all element of x and the transition matrix A)

Marie-PerrotDockes/sanssouci.hmm documentation built on Oct. 26, 2023, 10:36 a.m.