lambdaOpt: Lambda calibration

In angeella/ARIpermutation: Permutation-Based All-Resolutions Inference Method

Lambda calibration

Description

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

Usage

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

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 Aug. 24, 2023, 3:36 p.m.