FDR {astsa}

Basic False Discovery Rate

Description

Computes the basic false discovery rate given a vector of p-values and returns the index of the maximal p-value satisfying the FDR condition.

Usage

FDR(pvals, qlevel = 0.05)

Arguments

pvals

a vector of pvals on which to conduct the multiple testing

qlevel

the proportion of false positives desired

Value

fdr.id

NULL if no significant tests, or the index of the maximal p-value satisfying the FDR condition.

Note

This is used primarily in Chapter 7.

Source

Built off of https://www.stat.berkeley.edu/~paciorek/code/fdr/fdr.R.

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.