fdrtool (version 1.1.0)

censored.fit: Fit Null Distribution To Censored Data

Description

censored.fit fits the scale parameter of a null distribution with mean zero to censored data.

Usage

censored.fit(x, statistic=c("normal", "correlation", "studentt"), 
  pct0=3/4,  method=c("MM", "ML"))

Arguments

x

vector of test statistics.

statistic

type of statistic - normal, correlation, or student t.

pct0

fraction of data used to fit null distribution.

method

procedure used to fit null distibution, either of MM (=median matching, the default) or ML (maximum likelihood).

Value

• The estimate scale parameter of the null distribution. This depends on the type of statistic:
• normal
  sd value.
• correlation
  kappa value (see dcor0).
• studentt
  degrees of freedom (df).

Details

For the default method (median matching), the median of the truncated half-normal distribution (or the equivalent for correlation and student t distribution) is matched to the median of the absolute values of the censored sample.

For maximum likelihood the truncated density is fit to the censored sample - this can be quite time consuming for large data set (and there may be convergence problems).

See Also

dcor0.

Examples

# load "fdrtool" library
library("fdrtool")

# simulate normal data
sd.true = 2.232
n = 5000
z = rnorm(n, sd=sd.true)
censored.fit(z, statistic="normal")


# simulate contaminated mixture of correlation distribution
r <- rcor0(700, kappa=10)
u1 <- runif(200, min=-1, max=-0.7)
u2 <- runif(200, min=0.7, max=1)
rc <- c(r, u1, u2)

censored.fit(r, statistic="correlation")
censored.fit(rc, statistic="correlation")