Histogram estimator of p-value density evaluated at 1. See references.
histf1(p,max.bins=20,bin.method=c("max","nmse","bootstrap",
"Sturges","Scott","FD"),discrete=FALSE,seq.perm=FALSE,
nboots=200,rightBoundary=FALSE,plotit=FALSE,perm.n,perm.h,...)
Vector of p-values
maximum number of bins
binning method
Whether p-values are discrete
Whether p-values come from sequential permutation tests
bootstrap sample size
Logical; if TRUE
, then the tail mean is computed from the right boundary of the chosen bin.
Whether to plot the histogram
n
for sequential permutation tests
h
for sequential permutation tests
Other arguments passed to hist
A numeric scalar value of estimated p-value density at 1.
Nettleton, Hwang, Caldo, Wise. 2006. Estimating the number of true null hypotheses from a histogram of $p$ values. Journal of Agricultural, Biological, and Environmental Statistics. 11. 337-356.
Bancroft and Nettleton. 2009. Estimation of False Discovery Rate Using Permutation P-values with Different Discrete Null Distributions. Iowa State University Department of Statistics Preprint Series, #2009-05.
Bancroft and Nettleton. 2009. Computationally Efficient Estimation of False Discovery Rate Using Sequential Permutation P-values. Iowa State University Department of Statistics Preprint Series, #2009-04.
Liang and Nettleton. 2012. Adaptive and dynamic adaptive procedures for false discovery rate control and estimation, Journal of the Royal Statistical Society, Series B. 74. 163-182
# NOT RUN {
set.seed(9992722)
histf1(runif(5e5)^1.5) ## [1] 0.6762
# }
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