zeta: Estimate the number of true null hypotheses among a set of...

In pneuvial/sanssouci: Post Hoc Multiple Testing Inference

Estimate the number of true null hypotheses among a set of p-values

Description

An upper bound on the number of true null hypotheses in the region associated to the p-values pval is computed with confidence 1 - lambda. The functions described here can be used as the method argument of zetas.tree().

Usage

zeta.HB(pval, lambda, ...)

zeta.kBonf(pval, lambda, k = 1, ...)

zeta.trivial(pval, lambda, ...)

zeta.DKWM(pval, lambda, ...)

Arguments

pval	A vector of p-values.
lambda	A numeric value in [0,1], the target error level of the test.
...	Additional arguments that may be passed to specific zeta functions.
k	The positive integer k used by the k-Bonferroni procedure. By default it is equal to 1.

Details

The k-Bonferroni procedure controls the k-Familywise Error Rate (FWER) at the desired level, hence the number of conserved hypotheses, plus k-1, is a suitable upper bound (because up to k-1 rejected hypotheses are also true nulls). For k=1 (the default), it is the regular Bonferroni procedure. The Holm-Bonferroni procedure controls the FWER, hence the number of conserved hypotheses is a suitable upper bound.

Value

The number of true nulls is over-estimated as follows:

zeta.DKWM

Inversion of the Dvoretzky-Kiefer-Wolfowitz-Massart inequality (related to the Storey estimator of the proportion of true nulls) with parameter lambda

zeta.HB

Number of conserved hypotheses by the Holm-Bonferroni procedure with parameter lambda

zeta.kBonf

Number of conserved hypotheses by the k-Bonferroni procedure with parameter lambda, plus k-1

zeta.trivial

The size of the p-value set which is the trivial upper bound (lambda is not used)

References

Durand, G., Blanchard, G., Neuvial, P., & Roquain, E. (2020). Post hoc false positive control for structured hypotheses. Scandinavian Journal of Statistics, 47(4), 1114-1148.

Dvoretzky, A., Kiefer, J., and Wolfowitz, J. (1956). Asymptotic minimax character of the sample distribution function and of the classical multinomial estimator. The Annals of Mathematical Statistics, pages 642-669.

Holm, S. A simple sequentially rejective multiple test procedure. Scandinavian Journal of Statistics 6 (1979), pp. 65-70.

Massart, P. (1990). The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality. The Annals of Probability, pages 1269-1283.

Storey, J. D. (2002). A direct approach to false discovery rates. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 64(3):479-498.

Durand G. (2025). A fast algorithm to compute a curve of confidence upper bounds for the False Discovery Proportion using a reference family with a forest structure. arXiv:2502.03849.

Examples

x <- rnorm(100, mean = c(rep(c(0, 2), each = 50)))
pval <- 1 - pnorm(x)
lambda <- 0.05
zeta.trivial(pval, lambda)

zeta.HB(pval, lambda)

zeta.DKWM(pval, lambda)

pneuvial/sanssouci documentation built on July 4, 2025, 3:16 p.m.