Concentration set {hommel} | R Documentation |
Concentration set calculation
Description
Calculates the concentration set threshold. The concentration set is the subset of the p-values that contains all discoveries at confidence level 1-alpha.
Usage
concentration (hommel, alpha=0.05)
Arguments
hommel |
The hommel object for the complete multiple testing problem. |
alpha |
The type I error allowed. |
Value
Returns a p-value. P-values larger than that value contain no discoveries in this data set at this level of alpha and may be disregarded.
Author(s)
Jelle Goeman.
References
Goeman, J., Meijer, R., Krebs, T., & Solari, A. (2016). Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing. arXiv preprint arXiv:1611.06739.
Examples
#Generate a vector of pvalues
set.seed(102)
m <- 10
pvalues <- c(runif(0.5*m,0,0.02), runif(0.5*m,0,1))
# First step: create a hommel object.
# Use Simes'test (simes = TRUE) or Hommel's robust test (simes = FALSE)
hom <- hommel(pvalues, simes = TRUE)
# Find the concentration set bound
threshold <- concentration(hom)
# Find the concentration set itself
set <- pvalues <= threshold
sum(set)
[Package hommel version 1.6 Index]