BR_pi0_est: Estimate of pi0 using the one-step Blanchard-Roquain...
In mutoss: Unified multiple testing procedures

Description Usage Arguments Details Value Author(s) References

The proportion of true nulls is estimated using the Blanchard-Roquain 1-stage procedure with parameter (alpha,lambda) via the formula

1	BR_pi0_est(pValues, alpha, lambda=1, truncate=TRUE)

`pValues`	The raw p-values for the marginal test problems (assumed to be independent)
`alpha`	The FDR significance level for the BR procedure
`lambda`	(default 1) The parameter for the BR procedure, shoud belong to (0, 1/alpha)
`truncate`	(logical, default TRUE) if TRUE, output estimated is truncated to 1

estimated pi_0 = ( m - R(alpha,lambda) + 1) / ( m*( 1 - lambda * alpha ) )

where R(alpha,lambda) is the number of hypotheses rejected by the BR 1-stage procedure, alpha is the FDR level for this procedure and lambda a parameter belonging to (0, 1/alpha) with default value 1. Independence of p-values is assumed. This estimate may in some cases be larger than 1; it is truncated to 1 if the parameter truncated=TRUE. The estimate is used in the Blanchard-Roquain 2-stage step-up (using the non-truncated version)

pi0

The estimated proportion of true null hypotheses.

GillesBlanchard

Blanchard

mutoss documentation built on May 2, 2019, 5:56 p.m.