bcfdr: Barber-Candès False Discovery Rate

In pkimes/otherfdr: Other FDR Methods

Description

Simple implementation of the false discovery rate controlling procedure of Barber and Candès (2015). The implementation is based on code available on GitHub by the authors of the adaptMT package as part of their analysis repository.

The function has been modified to return q-values for each p-value rather than simply return the indices of rejected hypotheses at a pre-specified nominal FDR threshold. The q-values are computed as the smallest nominal FDR threshold at which each p-value would be rejected.

Usage

bcfdr(p)

Arguments

p	numeric vector of unadjusted p-values.

Value

Numeric vector of q-values of equal length and order as the to input vector of p-values.

Author(s)

Patrick Kimes

References

References for the knockoff procedure for false discovery rate control (underlying theory):

Barber, R.F., Candès, E.J. (2015) Controlling the false discovery rate via knockoffs. The Annals of Statistics, 43(5):2055-2085. https://doi.org/10.1214/15-AOS1337

Arias-Castro, E., Chen, S. (2017) Distribution-free multiple testing. Electronic Journal of Statistics, 11(1):1983-2001. https://doi.org/10.1214/17-EJS1277

Reference for the original BC procedure function (underlying code):

Lihua, L. (2018) AdaPT paper repoistory. https://github.com/lihualei71/AdaPT/

See Also

knockoff

Examples

## generate example p-values
pv <- runif(100)

## q-values using the BC procedure
qv <- bcfdr(p = pv)

pkimes/otherfdr documentation built on May 6, 2019, 11:44 a.m.