ThreshFDR: Thresholding for False Discovery Rate
Description
This function approximates FDR for various values of lambda
and is usually employed in conjunction with Finv
to
find an appropriate cutoff value lambda.
Usage
ThreshFDR(lambda, stat, v)
Arguments
- lambda
is the proposed threshold
- stat
is the statistic used for ranking
- v
is the local false discovery statistic