fdr_envelope: The FDR envelope

In myllym/GET: Global Envelopes

The FDR envelope

Description

Calculate the FDR envelope based on the ATSE or IATSE algorithm of Mrkvička and Myllymäki (2023).

Usage

fdr_envelope(
  curve_sets,
  alpha = 0.05,
  alternative = c("two.sided", "less", "greater"),
  algorithm = c("IATSE", "ATSE"),
  lower = NULL,
  upper = NULL
)

Arguments

curve_sets	A curve_set object or a list of curve_set objects containing a data function and simulated functions from which the envelope is to be constructed. Also envelope objects of spatstat are accepted instead of curve_set objects. If an envelope object is given, it must contain the summary functions from simulated patterns which can be achieved by setting savefuns = TRUE when calling the envelope function.
alpha	The significance level. The 100(1-alpha)% global envelope will be calculated under the 'fwer' or 'fdr' control. If a vector of values is provided, the global envelopes are calculated for each value.
alternative	A character string specifying the alternative hypothesis. Must be one of the following: "two.sided" (default), "less" or "greater". The last two options only available for types 'rank', 'erl', 'cont' and 'area'.
algorithm	The algorithm for the computation of the FDR envelope. Either "IATSE" or "ATSE" standing for the iteratively adaptive two-stage envelope and the adaptive two-stage envelope, respectively, see Mrkvička and Myllymäki (2023).
lower	A single number (or a vector of suitable length) giving a lower bound for the functions. Used only for the extension of the FDR envelope.
upper	A single number (or a vector of suitable length) giving an upper bound for the functions. Used only for the extension of the FDR envelope.

Details

Typical use of this function is through other functions. fdr_envelope(cset) is the same as global_envelope_test(cset, typeone = "fdr"). Functions such as graph.fanova, graph.flm, frank.flm allow to use the FDR control by specifying typeone = "fdr" appropriately (passing this to global_envelope_test).

References

Mrkvička and Myllymäki (2023). False discovery rate envelopes. Statistics and Computing 33, 109. https://doi.org/10.1007/s11222-023-10275-7

Examples

# A GLM example
data(rimov)
nsim <- 1000 # Number of simulations

res <- graph.flm(nsim=nsim,
                 formula.full = Y~Year,
                 formula.reduced = Y~1,
                 curve_sets = list(Y=rimov),
                 factors = data.frame(Year = 1979:2014),
                 GET.args = list(typeone = "fdr"))
plot(res)

myllym/GET documentation built on Feb. 4, 2024, 10:44 p.m.