spjotvoll_weights: Spjotvoll p-value weights

Description Usage Arguments Details Value See Also Examples

View source: R/spjotvoll_weights.R

Description

Computes the Spjotvoll p-value weights for multiple testing. Given estimated means mu of test statistics T, the weighting scheme optimizes the expected number of discoveries using T as test statistics in multiple testing at some specific level q.

Usage

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Arguments

mu

a negative vector, the estimated means of test statistics

q

level at which tests will be performed

Details

Specifically, it is assumed that T are Gaussian with mean mu. One-sided tests of mu>=0 against mu<0 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, http://arxiv.org/abs/1504.02935

Value

The optimal Spjotvoll weights.

See Also

Other p.value.weighting: bayes_weights; exp_weights; iGWAS

Examples

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J <- 100
mu <- -abs(rnorm(J))
q <- 0.05 / J
w <- spjotvoll_weights(mu, q)

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