Computes the Spjotvoll p-value weights for multiple testing.
Given estimated means
mu of test statistics
the weighting scheme optimizes the expected number of discoveries
T as test statistics in multiple testing
at some specific level
a negative vector, the estimated means of test statistics
level at which tests will be performed
Specifically, it is assumed that
T are Gaussian with mean
mu. One-sided tests of
are conducted using the test statistics
T. To optimize power,
different levels are allocated to different tests.
For more details, see the paper "Optimal Multiple Testing Under a
Gaussian Prior on the Effect Sizes", by Dobriban, Fortney, Kim and Owen,
The optimal Spjotvoll weights.
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