Two-step estimation method of Benjamini, Krieger and Yekutieli for estimating pi0

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Description

The two-step estimation method of Benjamini, Krieger and Yekutieli for estimating pi0 is applied to pValues. It consists of the following two steps: Step 1. Use the linear step-up procedure at level alpha' =alpha/(1+alpha). Let r1 be the number of rejected hypotheses. If r1=0 do not reject any hypothesis and stop; if r1=m reject all m hypotheses and stop; otherwise continue. Step 2. Let \hat{m0} =(m - r1) and \hat{pi0} = \hat{m0} / m.

Usage

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TSBKY_pi0_est(pValues, alpha)

Arguments

pValues

The raw p-values for the marginal test problems

alpha

The parameter (to be interpreted as significance level) for the procedure

Value

pi0.TSBKY

The estimated proportion of true null hypotheses.

Author(s)

WerftWiebke

References

Benjamini, Y., Krieger, A. and Yekutieli, D. (2006). Adaptive linear step-up procedures that control the false discovery rate Biometrika 93, 3, page 495.

Examples

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my.pvals <- c(runif(50), runif(50, 0, 0.01))
result <- TSBKY_pi0_est(my.pvals, 0.1)

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