Blanchard-Roquain (2009) 1-stage adaptive step-up
indepBR(pValues, alpha, lambda=1, silent=FALSE)
A list containing:
A logical vector indicating which hypotheses are rejected
A numeric vector containing critical values used in the step-up-down test
A Mutoss S4 class of type errorControl
, containing the type of error controlled by the function and the level alpha
.
GillesBlanchard
the used p-values (assumed to be independent)
the level at which the FDR should be controlled.
parameter of the procedure, should belong to (0, 1/alpha) (lambda=1 default)
if true any output on the console will be suppressed.
This is a step-up procedure with critical values
C_i = alpha * min( i * ( 1 - lambda * alpha) / (m - i + 1) , lambda )
where alpha is the level at which FDR should be controlled and lambda an arbitrary parameter belonging to (0, 1/alpha) with default value 1. This procedure controls FDR at the desired level when the p-values are independent.
Blanchard, G. and Roquain, E. (2009) Adaptive False Discovery Rate Control under Independence and Dependence Journal of Machine Learning Research 10:2837-2871.