two.stage: A p-value procedure which controls the FDR for independent test statistics.
Description
A p-value procedure which controls the FDR for independent test statistics.
Usage
two.stage(pValues, alpha)
Value
A list containing:
rejected
A logical vector indicating which hypotheses are rejected
criticalValues
A numeric vector containing critical values used in the step-up-down test.
adjPValues
A numeric vector containing adjusted p-values.
pi0
An estimate of the proportion of true null hypotheses among all hypotheses (pi0=m0/m).
errorControl
A Mutoss S4 class of type errorControl, containing the type of error controlled by the function and the level alpha.
Author
JonathanRosenblatt
Arguments
pValues
A numeric vecor of p-values.
alpha
The FDR error rate to control.
Details
In the Benjamini-Krieger-Yekutieli two-stage procedure the linear step-up procedure is used in
stage one to estimate m0 which is re-plugged in a linear step-up.
This procedure is more powerful then non-adaptive procedures, while still controlling the FDR.
On the other hand, error control is not guaranteed under dependence in which case more conservative procedures should be used (e.g. BH).