astsa (version 1.9)

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.

%% ~Describe the value returned %% If it is a LIST, use %% \item{fdr.id }{Description of 'comp1'} %% \item{comp2 }{Description of 'comp2'} %% ...

References

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