est.prop {HCTR}

Proportion Estimation

Description

Estimates false null hypothesis Proportion from multiple p-values using higher criticism test estimator.

Usage

est.prop(p.value, cn, adj = TRUE)

Arguments

p.value

A sequence of p-values from test data, not including p-values from covariates.

cn

A value of bounding sequence generated by HCTR::bounding.seq().

adj

A boolean algebra to decide whether to use adjusted Higher Criticism test statistic, the default value is TRUE.

Value

An estimated proportion of false null hypothesis.

References

Meinshausen N, Rice J (2006). “Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses.” The Annals of Statistics, 34(1), 373–393.

Examples

set.seed(10)
X <- matrix(runif(n = 10000, min = 0, max = 1), nrow = 100)
result <- bounding.seq(p.value = X)
Y <- matrix(runif(n = 100, min = 0, max = 1), nrow = 100)
test <- est.prop(p.value = Y, cn = result)