Description Usage Arguments Details Value Examples
Perform a statistical test for how many signals are hiding in the data. The output gives p-values for each time series
1 2 | test.Maf(maf.obj, alpha = 0.05, block.size = 5, smooth.span = 30,
B = 100)
|
alpha |
The significance level |
block.size |
The block size of the resampled residuals, i.e. the number of contiguous time steps to sample at the time from the set of residuals. |
smooth.span |
Fraction between 0-1 that specifies the proportion of timesteps to include in the smoothing window, which is weighted by a tricubic. See ?loess for details. Alternatively, one can specify an integer greater than 1 which refers to the number of time points to include in the tricubic filter. |
B |
Number of replications in the confidence interval calculations |
maf.object |
The output of the |
The confidence intervals are obtained using a resampling scheme which extracts the residuals of the original
time series after smoothing
with the same filter as the one parametrized by smooth.span
. The residuals are
bootstrapped or block bootstrapped (if there is temporal structure in the residuals)
and added back to the smooth, creating a new data set. From the new data set a new set of
MAFs are calculated.
The smoothing parameter smooth.span
is also used when calculating the empirical
Signal-to-Noise ratio. Where we subtract the smooth from the time series and calculate
the variance of the smooth estimate over the residual variance. This gives an empirical
signal-to-noise estimate.
A list with the following items
statStar
Empirical SNR for each resampled MAF time series, i.e. a p x B matrix where p is the total number of predictors and B is the number of bootstraps/replications
statObs
The empirical SNR of the original MAF time series.
pval
The p-values of each MAF, where the p-value refers to the number of resampled MAFs that have a higher empirical SNR than the original MAFs. If there are less than α, e.g. 0.05, resampled MAFs that have a higher empirical SNR than the original MAF, the MAF in question is not significant.
mafStar
The B resampled maf timeseries, in a 3d array.
mafSmooth
The smooth original maf estimates.
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