fdr {unknown} | R Documentation |
This is the main user function designed for general usage for determining significance based on the FDR approach.
fdr(pvals,qlevel=0.05,method="original",adjustment.method=NULL,adjustment.args=NULL)
pvals |
a vector of pvals on which to conduct the multiple testing. |
qlevel |
the proportion of false positives desired. |
method |
an optional character string indicating the method for performing the testing. 'original' follows Benjamini & Hochberg (1995); 'general' is much more conservative, requiring no assumptions on the p-values (see Benjamini & Yekutieli (2001)). We recommend using 'original', and if desired, using 'adjustment.method="mean" ' to increase power. |
adjustment.method |
an optional character string indicating the method for increasing the power of the procedure by estimating the proportion of alternative p-values, one of "mean", the modified Storey estimator that we suggest in Ventura et al. (2004), "storey", the method of Storey (2002), or "two-stage", the iterative approach of Benjamini et al. (2001) |
adjustment.args |
an optional list giving the arguments to
adjustment.method; see prop.alt for description, but
note that for "two-stage", the values of qlevel and fdr.method are taken from the qlevel and method arguments to fdr . |
NULL if no significant tests, or a vector of the indices of the significant tests
Chris Paciorek paciorek AT alumni.cmu.edu
Ventura, V., C.J. Paciorek, and J.S. Risbey (2004) Controlling the proportion of falsely-rejected hypotheses when conducting multiple tests with climatological data. Journal of Climate, in press. Also Carnegie Mellon University, Department of Statistics technical report 775 www.stat.cmu.edu/tr/tr775/tr775.html
Benjamini, Y, and Y. Hochberg (1995) Controlling the false discovery rate: a practical and powerful approach to multiple testing. JRSSB 57:289-300.
Benjamini, Y. and D. Yekutieli (2001) The control of the false discovery rate in multiple testing under dependency. Annals of Statistics 29:1165-1188.
Benjamini, Y., A. Krieger, and D. Yekutieli (2001) Two staged linear step up FDR controlling procedure. Technical Report, Department of Statistics and Operations Research, Tel Aviv University. http://www.math.tau.ac.il/~ybenja/Papers.html
Storey, J. {2002} A direct approach to false discovery rates. JRSSB 64: 479–498.
signif <- fdr(pvals,method="original",adjustment.method="mean")