IMVCFDR {newIMVC}

Integrated Mean Variance Correlation Based FDR Control

Description

This function is used for FDR control with integrated mean variance correlation

Usage

IMVCFDR(y, x, K, NN = 3, numboot, timeboot, true_signal, null_method, alpha)

Arguments

y

is the response vector

x

is the covariate matrix

K

is the number of quantile levels

NN

is the number of B spline basis, default is 3

numboot

is the size of bootstrap samples

timeboot

is the number of bootstrap times for computing standard deviation of the IMVC

true_signal

is the true active set

null_method

is the estimation method for proportion of true null hypotheses. Choices are "lfdr", "mean", "hist" or "convest"

alpha

is the nominal FDR level

Value

A list of FDP, power and selected variables

Examples

require("mvtnorm")
n=200
p=20
pho1=0.5
mean_x=rep(0,p)
sigma_x=matrix(NA,nrow = p,ncol = p)
for (i in 1:p) {
 for (j in 1:p) {
   sigma_x[i,j]=pho1^(abs(i-j))
 }
}
x=rmvnorm(n, mean = mean_x, sigma = sigma_x,method = "chol")
x1=x[,1]
x2=x[,2]
x3=x[,3]
y=2*x1+2*x2+2*x3+rnorm(n)

IMVCFDR(y,x,K=5,numboot=100,timeboot=20,true_signal=c(1,2,3),null_method="hist",alpha=0.2)