fixed_pi0_table: Provide estimates of the functional proportion at varying...

Description Usage Arguments Details Value

View source: R/estimate_fixed_pi0.R

Description

Estimate the functional proportion pi0(z) at varying values of lambda and tau when pi0(z) is independent of the informative variable z

Usage

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fixed_pi0_table(
  p,
  z0,
  lambda = seq(0, 0.9, 0.05),
  tau = seq(0, 0.9, 0.05),
  pi0.method = NULL,
  lambda.df = 3,
  tau.df = 3
)

Arguments

p

A vector of p-values

z0

A vector of observations from the informative variable, of the same length as p

lambda

Choices of the tuning parameter "lambda" (for the p-value) used to estimate pi0(z)

tau

Choices of the tuning parameter "tau" (for the informative variable) used to estiamte pi0(z)

pi0.method

The method used to estimate pi0(z), being either "smoother" (default) or "bootstrap". The method depends on the tuning parameters "lambda" and "tau"

lambda.df

Degrees of freedom for smoother in argument "lambda"

tau.df

Degrees of freedom for smoother in argument "tau"

Details

Assume the random variable z0 may affect the power of a statistical test (that induces the p-values) or the likelihood of a true null hypothesis. The m observations z0_i, i=1,...,m of z0 are quantile transformed into z_i, i=1,...,m such that z_i = rank(z0_i) / m, where rank(z0_i) is the rank of z0_i among z0_i, i=1,...,m. Consequently, z_i, i=1,...,m are approximately uniformly distributed on the interval [0,1]. When z_i, i=1,...,m are regarded as observations from the random variable z, then z is approximately uniformly distributed on [0,1]. Namely, z0 has been quantile transformed into z, and they are equivalent. Further, z or z0 is referred to as the informative variable.

Value

A data.frame with the following columns

lambda

Choices of lambda as the thresholds for p

tau

Choices of tau as the thresholds for z

L

The number of hypotheses for which p > lambda and z > tau

pi0hat

The estimated pi0(z) using these choices of lambda and tau

variance

The estimated variance of pi0hat

se

The estimated standard error of pi0hat

bias

The estimated bias of pi0hat

MSEhat

The estimated mean squared error (MSE) of pi0hat


StoreyLab/fFDR documentation built on March 8, 2021, 10:14 p.m.