FDR {ManyTests}

False Discovery Rate corresponding to t_0

Description

Calculates the FDR which corresponds to a given cut-off t_0 according to the procedure of Wong and Cox (2007).

Usage

FDR(test_statistics, t_0)

Arguments

test_statistics

A vector of values of test statistics.

t_0

A cut-off value.

Value

The FDR which corresponds to a given cut-off t_0.

Author(s)

Christiana Kartsonaki

References

Cox, D. R. and Wong, M. Y. (2004). A simple procedure for the selection of significant effects. Journal of the Royal Statistical Society B 66 (2), 395–400. <doi:10.1111/j.1369-7412.2004.05695.x>

Wong, M. Y. and Cox, D. R. (2007). On the screening of large numbers of significance tests. Journal of Applied Statistics 34 (7), 779–783. <doi:10.1080/02664760701240014>

See Also

t_0

Examples

x <- c(rnorm(100, 2, 2), rnorm(50, 0, 2))
FDR(x, t_0(x))