quantile.aggregation: P-values quantile aggregation.

In cKarypidis/multiknockoffs: Multiple knockoff procedures

Description

This function aggregates p-values by the quantile aggregation proposed by Meinshausen et al. (2009).

Usage

## S3 method for class 'aggregation'
quantile(pvals, gamma = NULL)

Arguments

pvals	B x p matrix of p-values for all variables. B is the number of p-values per variable.
gamma	value between (0,1) which defines the quantile value used for the aggregation. If gamma = NULL, the adaptive search by Meinshausen et al. (2009) is used. Default: NULL.

Details

The function is a helper function that it used in the p-value knockoff filter.

Value

Aggregated p-values.

References

Meinshausen, Meier and Buehlmann (2009). p-Values for High-Dimensional Regression. Journal of the American Statistical Association 104(488), 1671-1681.

cKarypidis/multiknockoffs documentation built on Dec. 19, 2021, 12:53 p.m.