FDX-package {FDX}

False Discovery Exceedance (FDX) Control for Heterogeneous and Discrete Tests

Description

This package implements the [HLR], [HGR] and [HPB] procedures for both heterogeneous and discrete tests (see Reference).

Details

The functions are reorganized from the reference paper in the following way. discrete.LR (for Discrete Lehmann-Romano) implements [DLR], discrete.GR (for Discrete Guo-Romano) implements [DGR] and discrete.PB (for Discrete Poisson-Binomial) implements [DPB]. DLR and NDLR are wrappers for discrete.LR to access [DLR] and its non-adaptive version directly. Likewise, DGR, NDGR, DPB and NDPB are wrappers for discrete.GR and discrete.PB, respectively. Their main parameters are a vector of raw observed p-values and a list of the same length, whose elements are the discrete supports of the CDFs of the p-values.

In the same fashion, weighted.LR (for Weighted Lehmann-Romano), weighted.GR (for Weighted Guo-Romano) and weighted.PB (for Weighted Poisson-Binomial) implement [wLR], [wGR] and [wGR], respectively. They also possess wrapper functions, namely wLR.AM, wGR.AM and wPB.AM for arithmetic weighting, and wLR.GM, wPB.GM and wPB.GM for geometric weighting.

The functions fast.Discrete.LR, fast.Discrete.GR and fast.Discrete.PB are wrappers for fisher.pvalues.support and discrete.LR, discrete.GR and discrete.PB, respectively, which allow to apply discrete procedures directly to a data set of contingency tables.

References

S. Döhler and E. Roquain (2019). Controlling False Discovery Exceedance for Heterogeneous Tests. arXiv:1912.04607v1.