Usage
locfdr(zz, bre = 120, df = 7, pct = 0, pct0 = 1/4, nulltype = 1, type =
0, plot = 1, mult, mlests, main = " ", sw = 0)
Arguments
zz
A vector of summary statistics, one for each case under
simultaneous consideration. The
calculations assume a large number of cases, say
length(zz) exceeding 200. Results may be improved by transforming
zz so that its elements are theoretically distributed
as $N(0,1)$ under the null hypothesis. See the locfdr vignette
for tips on creating zz.
bre
Number of breaks in the discretization of the $z$-score axis,
or a vector of breakpoints fully describing the
discretization. If length(zz) is small, such as when the
number of cases is less than about 1000, set bre to a number
lower than the default of 120.
df
Degrees of freedom for fitting the estimated
density $f(z)$.
pct
Excluded tail proportions of $zz$'s when fitting
$f(z)$. pct=0 includes full range of $zz$'s. pct can
also be a 2-vector, describing the fitting range.
pct0
Proportion of the $zz$ distribution used in fitting the
null density $f0(z)$ by central matching. If a 2-vector,
e.g. pct0=c(0.25,0.60), the range [pct0[1],
pct0[2]] is used. If a scalar, [pct0, 1-pct0] is used.
nulltype
Type of null hypothesis assumed in estimating $f0(z)$,
for use in the fdr calculations. 0 is the theoretical null
$N(0,1)$, 1 is maximum likelihood estimation, 2 is central
matching estimation, 3 is a split normal version of 2.
type
Type of fitting used for $f$; 0 is a natural spline, 1 is
a polynomial, in either case with degrees of freedom df [so
total degrees of freedom including the intercept is df+1.]
plot
Plots desired. 0 gives no plots. 1 gives single
plot showing the histogram of $zz$ and fitted
densities $f$ and $p0*f0$.
2 also gives plot of fdr, and the right and
left tail area Fdr curves. 3 gives instead the f1 cdf
of the estimated fdr curve; plot=4 gives all three plots.
mult
Optional scalar multiple (or vector of multiples) of the
sample size for calculation of the corresponding
hypothetical Efdr value(s).
mlests
Optional vector of initial values for (delta0, sigma0) in
the maximum likelihood iteration.
main
Main heading for the histogram plot when plot>0.
sw
Determines the type of output desired. 2 gives a list
consisting of the last 5 values listed under Value below.
3 gives the square matrix of dimension bre-1 representing the influence
function of log(fdr). Any other value
of sw returns a list consisting of the first 5 (6 if mult is
supplied) values listed below.