confCurveFromFam: Confidence bounds on the true/false positives among most...

In pneuvial/sanssouci: Post Hoc Multiple Testing Inference

Confidence bounds on the true/false positives among most significant items

Description

Confidence bounds on the true/false positives among most significant items

Usage

confCurveFromFam(
  p.values,
  refFamily,
  param,
  K = length(p.values),
  what = c("TP", "FDP")
)

Arguments

p.values	A vector containing the p-values for all m hypotheses, sorted increasingly
refFamily	A character value, the reference family to be used. Should be either "Simes" (or equivalenlty, "Linear"), "Beta", or "Oracle".
param	A numeric value or vector of parameters for the reference family.
K	For JER control over 1:K, ie joint control of all k-FWER, k <= K. Defaults to m.
what	A character vector, the names of the post hoc bounds to be computed, among: FP: Upper bound on the number of false positives in the 'x' most significant items TP: Lower bound on the number of true positives in the 'x' most significant items FDP: Upper bound on the proportion of false positives in the 'x' most significant items TP: Lower bound on the proportion of true positives in the 'x' most significant items. Defaults to c("TP", "FDP")

Details

param should be a numeric value unless refFamily == "Oracle". In the latter case, 'param“ should be a boolean vector of length m indicating whether each null hypothesis is true or false.

Value

A data.frame with m rows and 5 columns:

• x: Number of most significant items selected

• family: Matches input argument refFamily

• param: Matches argument param

• procedure: Label for the procedure, typically of the form 'refFamily(param)'

• bound: Value of the post hoc bound

• stat: Type of post hoc bound, as specified by argument bound

Author(s)

Gilles Blanchard, Pierre Neuvial and Etienne Roquain

Examples

# Generate Gaussian data and perform multiple tests
sim <- gaussianSamples(m = 502, rho = 0.5, n = 100, pi0 = 0.8, SNR = 3, prob = 0.5)
rwt <- rowWelchTests(sim$X, sim$categ, alternative = "greater")

# calculate, print, and plot confidence bound
cb <- confCurveFromFam(rwt$p.value, refFamily = "Simes", param = 0.1)
head(cb)
plotConfCurve(cb, xmax = 200) 

pneuvial/sanssouci documentation built on Feb. 12, 2024, 4:18 a.m.