lambdaOpt: Lambda calibration

Description Usage Arguments Value Author(s) Examples

View source: R/lambdaOpt.R

Description

lambdaOpt computes the optimal lambda calibration parameter used in the critical vector.

Usage

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lambdaOpt(pvalues, family, alpha = 0.05, delta = 0, step.down = FALSE,
 max.step = 10, m = NULL)

Arguments

pvalues

matrix of pvalues with dimensions m \times B used instead of the data matrix X. Default to @NULL.

family

string character. Choose a family of confidence envelopes to compute the critical vector from "simes", "aorc", "beta" and "higher.criticism".

alpha

numeric value in '[0,1]'. It expresses the alpha level to control the family-wise error rate. Default 0.05.

delta

numeric value. It expresses the delta value, please see the references. Default to 0.

step.down

Boolean value. Default @FALSE If you want to compute the lambda calibration parameter using the step-down approach put TRUE.

max.step

Numeric value. Default to 10. Maximum number of steps for the step down approach, so useful when step.down = TRUE.

m

numeric value. Number of hypothesis. Default @NULL.

Value

numeric value. It expresses the lambda parameter estimate, please see package references.

Author(s)

Angela Andreella

Examples

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db <- simulateData(pi0 = 0.8, m = 100, n = 20, rho = 0)
out <- signTest(X = db)
pv <- cbind(out$pv, out$pv_H0)
cv <- lambdaOpt(pvalues = pv, family = "simes", alpha = 0.05)

angeella/ARIpermutation documentation built on Nov. 25, 2021, 9:23 a.m.