etilt: The exponential tilting function

In chongma1989/tiltmod: Exponential Tilting Method for Reproducible Screening of Large Scale Testing Problem

Description

This function tilts the mixture model fitted from the training tail-areas (or p-values) by conditioning on the average of local fdr's from the testing tail-areas (or p-values)

Usage

etilt(xl, xt, f = NULL, h = NULL, m = NULL, interval = NULL,
  rel.tol = .Machine$double.eps^0.25, ...)

Arguments

xl	The training left-tail areas (or p-values)
xt	The testing left-tail areas (or p-values)
f	The objective function is tilted. If either xl or f is NULL, f is fitted by UBMM. Default is NULL.
h	The conditioning function. By default, h = (1-p)/f(x), where f(x)=(1-p) \times duniform(x)+p \times dbeta(x,α,β).
m	The constant is used to find the optimal theta such that E(h(x))=m. If m is NULL, m = mean(h(xt)). Default is NULL.
interval	The interval is used to search the optimal theta. Default is (-100L,100L).
rel.tol	the accuracy used in integrate.
...	Arguments to be passed to uniroot.

Value

A list includes theta, tau, tilt_tau, tilt_f, tilt_f0, tilt_f1, respectively.

Examples

xl=c(rbeta(100,0.5,0.5),runif(900))
xt=c(rbeta(300,2,3),runif(700))

## Not run: 
etilt(xl,xt)

## End(Not run)

chongma1989/tiltmod documentation built on May 7, 2019, 8:38 a.m.