| TSBKY_pi0_est {mutoss} | R Documentation |
Two-step estimation method of Benjamini, Krieger and Yekutieli for estimating pi0
Description
The two-step estimation method of Benjamini, Krieger and Yekutieli for estimating pi0 is applied to pValues.
It consists of the following two steps:
Step 1. Use the linear step-up procedure at level alpha' =alpha/(1+alpha). Let r1 be the number of
rejected hypotheses. If r1=0 do not reject any hypothesis and stop; if r1=m reject all m
hypotheses and stop; otherwise continue.
Step 2. Let \hat{m0} =(m - r1) and \hat{pi0} = \hat{m0} / m.
Usage
TSBKY_pi0_est(pValues, alpha)Arguments
pValues |
The raw p-values for the marginal test problems |
alpha |
The parameter (to be interpreted as significance level) for the procedure |
Value
pi0.TSBKY |
The estimated proportion of true null hypotheses. |
Author(s)
WerftWiebke
References
Benjamini, Y., Krieger, A. and Yekutieli, D. (2006). Adaptive linear step-up procedures that control the false discovery rate Biometrika 93, 3, page 495.
Examples
my.pvals <- c(runif(50), runif(50, 0, 0.01))
result <- TSBKY_pi0_est(my.pvals, 0.1)