fdr_od: Tail-area FDR and Confidence Interval

In USCbiostats/fdrci: Permutation-Based FDR Point and Confidence Interval Estimation

Tail-area FDR and Confidence Interval

Description

This function can be used to estimate FDR, corresponding confidence interval, and pi0, the proportion of true null hypotheses, given a selected significance threshold, and results from permuted data.

Usage

fdr_od(
  obsp,
  permp = NULL,
  pnm,
  ntests,
  thres,
  cl = 0.95,
  c1 = NA,
  meff = TRUE,
  seff = TRUE,
  mymat,
  nperms = 5
)

Arguments

obsp	observed vector of p-values.
permp	list of dataframes that include a column of permutation p-values (or statistics) in each. The length of the list permp = number of permutations. If permp = NULL, then the parametric estimator is calculated.
pnm	name of column in each list component dataframe that includes p-values (or statistics).
ntests	total number of observed tests, which is usually the same as the length of obsp and the number of rows in each permp dataframe. However, this may not be the case if results were filtered by a p-value threshold or statistic threshold. If filtering was conducted then thres must be smaller (more extreme) than the filtering criterion.
thres	significance threshold.
cl	confidence level (default is .95).
c1	overdispersion parameter. If this parameter is not specified (default initial value is NA), then the parameter is estimated from the data. If all tests are known to be independent, then this parameter should be set to 1.
meff	(For parametric estimation, if permp = NULL.) Logical. TRUE implies the calculation of the effective number of tests based on the JM estimator (Default is TRUE)
seff	(For parametric estimation, if permp = NULL.) Logical. TRUE implies the calculation of the effective number of rejected hypotheses based on the JM estimator (Default is TRUE)
mymat	(For parametric estimation, if permp = NULL.) Matrix. Design matrix used to calculate the p-values provided in obsp.
nperms	(For parametric estimation, if permp = NULL.) Integer. Number of permutations needed to estimate the effective number of (rejected) tests. (Must be non-zero, default is 5)

Details

If a very large number of tests are conducted, it may be useful to filter results, that is, save only results of those tests that meet some relaxed nominal significance threshold. This alleviates the need to record results for tests that are clearly non-significant. Results from fdr_od() are valid as long as thres < the relaxed nomimal significance threshold for both observed and permuted results. It is not necessary for the input to fdr_od() to be p-values, however, fdr_od() is designed for statistics in which smaller values are more extreme than larger values as is the case for p-values. Therefore, if raw statistics are used, then a transformation may be necessary to insure that smaller values are more likely associated with false null hypotheses than larger values. In certain situations, for instance when a large proportion of tests meet the significance threshold, pi0 is estimated to be very small, and thus has a large influence on the FDR estimate. To limit this influence, pi0 is constrained to be .5 or greater, resulting in a more conservative estimate under these conditions.

Value

For the permutation-based estimator: A list which includes:

FDR	FDR point estimate
ll	lower confidence limit
ul	upper confidence limit
pi0	proportion of true null hypotheses
c1	overdispersion parameter
S	observed number of positive tests
Sp	total number of positive tests summed across all permuted result sets

For the parametric-based estimator: A list which includes:

FDR	FDR point estimate
ll	lower confidence limit
ul	upper confidence limit
M	total number of tests
M.eff	effective number of tests. NA if meff = FALSE
S	observed number of positive tests
S.eff	effective number of positive tests. NA if seff = FALSE

Author(s)

Joshua Millstein, Eric S. Kawaguchi

References

Millstein J, Volfson D. 2013. Computationally efficient permutation-based confidence interval estimation for tail-area FDR. Frontiers in Genetics | Statistical Genetics and Methodology 4(179):1-11.

Examples

ss=100
nvar=100
X = as.data.frame(matrix(rnorm(ss*nvar),nrow=ss,ncol=nvar))
e = as.data.frame(matrix(rnorm(ss*nvar),nrow=ss,ncol=nvar))
Y = .1*X + e
nperm = 10

myanalysis = function(X,Y){
	ntests = ncol(X)
	rslts = as.data.frame(matrix(NA,nrow=ntests,ncol=2))
	names(rslts) = c("ID","pvalue")
	rslts[,"ID"] = 1:ntests
	for(i in 1:ntests){
		fit = cor.test(X[,i],Y[,i],na.action="na.exclude",
			alternative="two.sided",method="pearson")
		rslts[i,"pvalue"] = fit$p.value
	}
	return(rslts)
} # End myanalysis

# Generate observed results
obs = myanalysis(X,Y)

## Generate permuted results
perml = vector('list',nperm)
for(p_ in 1:nperm){
	X1 = X[order(runif(nvar)),]
	perml[[p_]] = myanalysis(X1,Y)
}

## FDR results (permutation)
fdr_od(obs$pvalue,perml,"pvalue",nvar, thres = .05)

## FDR results (parametric)
fdr_od(obs$pvalue, permp = NULL, thres = 0.05, meff = FALSE, seff = FALSE, mymat = X)

USCbiostats/fdrci documentation built on Oct. 22, 2022, 11:44 p.m.