| Type: | Package |
| Title: | Multiple Testing Procedures of Cox (2011) and Wong and Cox (2007) |
| Version: | 1.2 |
| Date: | 2016-10-30 |
| Author: | Christiana Kartsonaki |
| Maintainer: | Christiana Kartsonaki <christiana.kartsonaki@gmail.com> |
| Description: | Performs the multiple testing procedures of Cox (2011) <doi:10.5170/CERN-2011-006> and Wong and Cox (2007) <doi:10.1080/02664760701240014>. |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Packaged: | 2016-10-31 13:57:00 UTC; home |
| Repository: | CRAN |
| Date/Publication: | 2016-10-31 16:53:46 |
Multiple Testing Procedures of Cox (2011) and Wong and Cox (2007)
Description
Performs the multiple testing procedures of Cox (2011) and Wong and Cox (2007).
Details
| Package: | ManyTests |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2016-10-30 |
| License: | GPL-2 |
Author(s)
Christiana Kartsonaki
Maintainer: Christiana Kartsonaki <christiana.kartsonaki@gmail.com>
References
Cox, D. R. (2011). Discovery: a statistical perspective. Phystat Conference CERN. <doi:10.5170/CERN-2011-006>
Cox, D. R. and Wong, M. Y. (2004). A simple procedure for the selection of significant effects. Journal of the Royal Statistical Society B 66 (2), 395–400. <doi:10.1111/j.1369-7412.2004.05695.x>
Wong, M. Y. and Cox, D. R. (2007). On the screening of large numbers of significance tests. Journal of Applied Statistics 34 (7), 779–783. <doi:10.1080/02664760701240014>
False Discovery Rate corresponding to t_0
Description
Calculates the FDR which corresponds to a given cut-off t_0 according to the procedure of Wong and Cox (2007).
Usage
FDR(test_statistics, t_0)
Arguments
test_statistics |
A vector of values of test statistics. |
t_0 |
A cut-off value. |
Value
The FDR which corresponds to a given cut-off t_0.
Author(s)
Christiana Kartsonaki
References
Cox, D. R. and Wong, M. Y. (2004). A simple procedure for the selection of significant effects. Journal of the Royal Statistical Society B 66 (2), 395–400. <doi:10.1111/j.1369-7412.2004.05695.x>
Wong, M. Y. and Cox, D. R. (2007). On the screening of large numbers of significance tests. Journal of Applied Statistics 34 (7), 779–783. <doi:10.1080/02664760701240014>
See Also
Examples
x <- c(rnorm(100, 2, 2), rnorm(50, 0, 2))
FDR(x, t_0(x))
Calculate and test the local slope of the plot at large values
Description
Calculates the effective slope of the plot at large values and tests the deviation of the largest value from that line (Cox, 2011).
Usage
local_slope(p, k)
Arguments
p |
Vector of p-values. |
k |
Number of 'top' |
Value
local_slope |
The estimated local slope of the plot at large values. |
test_statistic |
The value of the test statistic. |
Fvalue |
The upper 5% value of the F distribution with |
pvalue |
The p-value of the test. |
Author(s)
Christiana Kartsonaki
References
Cox, D. R. (2011). Discovery: a statistical perspective. Phystat Conference CERN. <doi:10.5170/CERN-2011-006>
See Also
Examples
# generate a vector of p values
p <- runif(100, 0, 1)
local_slope(p, 10)
Calculate the expected values of the Renyi decomposition
Description
Calculates the expected values of the Renyi decomposition.
Usage
ordered_values(n)
Arguments
n |
Number of values. |
Value
A vector of length n.
Author(s)
Christiana Kartsonaki
References
Cox, D. R. (2011). Discovery: a statistical perspective. Phystat Conference CERN. <doi:10.5170/CERN-2011-006>
Examples
ordered_values(10)
Plot transformed p-values against the expected values of the Renyi decomposition
Description
Plots -log(p) against the expected values of the Renyi decomposition (Cox, 2011).
Usage
plot_pvalues(p)
Arguments
p |
A vector of p-values. |
Author(s)
Christiana Kartsonaki
References
Cox, D. R. (2011). Discovery: a statistical perspective. Phystat Conference CERN. <doi:10.5170/CERN-2011-006>
See Also
Examples
# generate a vector of p-values
p <- runif(100, 0, 1)
plot_pvalues(p)
Cut-off level corresponding to unit Bayes factor
Description
Calculates the cut-off level corresponding to unit Bayes factor according to the procedure of Wong and Cox (2007).
Usage
t_0(test_statistics)
Arguments
test_statistics |
A vector of values of test statistics. |
Value
Cut-off level corresponding to unit Bayes factor.
Author(s)
Christiana Kartsonaki
References
Cox, D. R. and Wong, M. Y. (2004). A simple procedure for the selection of significant effects. Journal of the Royal Statistical Society B 66 (2), 395–400. <doi:10.1111/j.1369-7412.2004.05695.x>
Wong, M. Y. and Cox, D. R. (2007). On the screening of large numbers of significance tests. Journal of Applied Statistics 34 (7), 779–783. <doi:10.1080/02664760701240014>
See Also
Examples
x <- c(rnorm(100, 2, 2), rnorm(50, 0, 2))
t_0(x)