compensatePValue: P-value compensation for multiple comparisons.

In tsieger/tsiMisc: Miscelaneous utility functions, mostly related to exploratory statistical analysis

P-value compensation for multiple comparisons.

Description

**OBSOLETED** compensatePValue compensates a p-value for the number of tests performed.

Usage

compensatePValue(p, n = length(p), 
    method = c("bonferroni", 
        "sidak", "holm-bonferroni"), 
    r = 0)

Arguments

p	p-value(s) to be compensated
n	number of tests made
method	compensation method, 'bonferroni' is conservative, does not assume independence of the tests, and controls for the family-wise error (FWE), 'sidak' is more liberal, and controls for FWE only under the assumption of independence of the tests performed, 'holm-bonferroni' is an iterative procedure controlling for FWE
r	optional mean "correlation between the tests made", the extreme value of 0 leads to full compensation, the extreme value of 1 leads to no compensation (as all the tests are considered equal). See the SISA help for explanation. Note that the FWE is controlled in the strict sense only for 'r=0'.

Value

Compensated p-value. It equals min(1,p*n) for the 'bonferroni' method, 1-(1-p)^n for the 'sidak' method, and the result of the iterative procedure for the method of 'holm-bonferroni'.

Note

deprecated, not working properly, use p.adjust instead

Author(s)

Tomas Sieger

References

SISA, http://www.quantitativeskills.com/sisa/calculations/bonhlp.htm Sture Holm, A Simple Sequentially Rejective Multiple Test Procedure, Scand J Statist 6: 65-70, 1979

See Also

p.adjust, compensateAlpha

Examples

# demonstrate the difference between Bonferroni and Sidak:
compensatePValue(.025,2,method='bonferroni')
compensatePValue(.025,2,method='sidak')

# demonstrate the iterative Holm-Bonferroni method:
#compensatePValue(c(.01,.02,.04,.05),method='holm-bonferroni')
#compensatePValue(c(.05,.04,.01,.02),method='holm-bonferroni')
# use 'stats::p.adjust' instead

tsieger/tsiMisc documentation built on Oct. 10, 2023, 10:24 p.m.