weightSum_by_c: Find sum of weights for c, function of Langragian multiplier

In mshasan/OPWpaper1: Reproduce figures and simulations of OPWeight

Description

Compute sum of weights for a given value of c, the function of Langrangian multiplier

Usage

weightSum_by_c(c, m, gamma = 0.05, alpha = 0.05, group = 5L, tail = 1L,
  effect_hat)

Arguments

c	Numeric, a constant value (function of Langrangian multiplier)
m	Integer, number of the hypothesis tests
gamma	Numeric value of smoothing parameter
alpha	Numeric value of the Significance level
group	Integer, number of groups
tail	Integer (1 or 2), right-tailed or two-tailed hypothesis test.
effect_hat	Numeric, estimated effect sizes

Details

None

Value

sum weight Numeric, sum of the weights for each C

Author(s)

Mohamad S. Hasan, [e-mail]

References

Roeder, Kathryn, and Larry Wasserman. "Genome-wide significance levels and weighted hypothesis testing." Statistical science: a review journal of the Institute of Mathematical Statistics 24.4 (2009): 398. www.stat.cmu.edu/~roeder/publications/statsci.pdf

Examples

cc = seq(-10, 10, .05)
et <- seq(0, 3, .5)
wgtSum_by_c <- sapply(cc, weightSum_by_c, m = 10000, effect_hat = et)

mshasan/OPWpaper1 documentation built on Feb. 22, 2021, 10:22 a.m.