ChangepointTesting (version 1.1)

changePoint-class: Class "changePoint"

Description

Value object returned by call to changePoint().

Objects from the Class

This object should not be created by users.

Slots

CW:

Object of class numeric or NULL. A vector of 1/0 values; 1 indicates that hypothesis was rejected by the Cao-Wu method.

chgPts:

Object of class numeric or NULL. The vector of change points identified by the Cao-Wu method. If no change points are identified, NULL.

pi_alt:

Object of class numeric. The estimated proportion of alternative hypotheses calculated using the Cao-Wu method.

num_alt:

Object of class numeric. The estimated number of alternative hypotheses calculated using the Cao-Wu method.

FDRL:

Object of class numeric or NULL. A vector of 1/0 values; 1 indicates that hypothesis was rejected by the FDR_L method.

BH:

Object of class numeric or NULL. A vector of 1/0 values; 1 indicates that hypothesis was rejected by the FDR_L method.

gammaStar:

Object of class numeric. The estimated critical value for testing used by the Cao-Wu method.

sigmaSq:

Object of class numeric. The estimated variance used to determine the critical value of the Cao-Wu method.

pVals:

Object of class numeric. The original p-values provided as input.

Methods

BH

signature(x = "changePoint"): Retrieves a vector of integer values. An elements is 1 if the null hypothesis is rejected by the Benjamini-Hochberg (1995) method.

blocks

signature(x = "changePoint"): Retrieves a list, each element of which is a vector of integer values. Each vector contains the indices of an alternative hypothesis block.

CW

signature(x = "changePoint"): Retrieves a vector of integer values. An element is 1 if the null hypothesis is rejected by the Cao-Wu change point (2015) method.

changePts

signature(x = "changePoint"): Retrieves a vector of integer values. The vector of change points identified by the Cao-Wu (2015) method. If no change points are identified, NULL is returned.

FDRL

signature(x = "changePoint"): Retrieves a vector of integer values. Elements are 1 if the null hypothesis is rejected by the FDR_L (Zhang et al. 2011) method.

critical

signature(x = "changePoint"): Retrieves the estimated critical value for testing used by the Cao-Wu (2015) method.

numAlt

signature(x = "changePoint"): Retrieves the estimated number of alternative hypotheses obtained by the Cao-Wu (2015) method.

piAlt

signature(x = "changePoint"): Retrieves the estimated proportion of alternative hypotheses obtained by the Cao-Wu (2015) method.

plot

signature(x = "changePoint", y = "missing", logp = FALSE, ...): Generates x-y plots of -log(p) vs position or p-value vs position for each alternative hypothesis block obtained by the Cao-Wu (2015) method. logp is TRUE/FALSE indicating if -log(p)/p-values are plotted on the y-axis.

sigmaSq

signature(x = "changePoint"): Retrieves the estimated variance used to determine the critical value of the Cao-Wu (2015) method.

References

Benjamini, Y. and Hochberg, Y. (1995). Controlling the false discovery rate: A practical and powerful approach to multiple testing. Journal of the Royal Statistical Society: Series B, 57, 289--300.

Cao, H. and Wu, W. B. (2015) Changepoint estimation: Another look at multiple testing problems. Biometrika, 102, 974--980.

Zhang, C., Fan, J., and Yu, T. (2011). Multiple testing via FDRL for large-scale imaging data. Anals of Statistics, 39, 613--642.

Examples

# NOT RUN {
showClass("changePoint")
# }