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astsa (version 1.12)

FDR: Basic False Discovery Rate

Description

Computes the basic false discovery rate given a vector of p-values.

Usage

FDR(pvals, qlevel = 0.05)

Arguments

pvals

a vector of pvals on which to conduct the multiple testing

qlevel

the proportion of false positives desired

Value

fdr.id

NULL if no significant tests, or the index of the maximal p-value satisfying the FDR condition.

References

https://www.stat.berkeley.edu/~paciorek/code/fdr/fdr.R