pweight: pweight: P-value weighting in multiple testing.

Description Details Weighting functions Examples

Description

The pweight package provides functions to compute various p-value weighting schemes, as Spjotvoll, exponential and Bayes weights. These are methods for improving power in multiple testing via the use of prior informaton.

Details

Several of these methods were proposed by the authors in the following papers: "Optimal Multiple Testing Under a Gaussian Prior on the Effect Sizes", by Dobriban, Fortney, Kim and Owen, http://arxiv.org/abs/1504.02935

Weighting functions

bayes_weights computes Bayes p-value weights

spjotvoll_weights computes the Spjotvoll p-value weights

exp_weights computes the exponential weights

Examples

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J <- 100
mu <- rnorm(J)
sigma <- 1 * rep(1, J)
q <- 0.05 / J
res <- bayes_weights(mu, sigma, q)

dobriban/pweight documentation built on Oct. 6, 2018, 4:38 a.m.