someMTP-package {someMTP}

Some Multiple Testing Procedures

Description

It is a collection of functions for Multiplicty Correction and Multiple Testing.

Details

Package:	someMTP
Type:	Package
Version:	1.2
Date:	2011-01-10
License:	GPL (>= 2)
LazyLoad:	yes

Author(s)

livio finos

Maintainer: <[e-mail]>

References

For weighted methods:

Benjamini, Hochberg (1997). Multiple hypotheses testing with weights. Scand. J. Statist. 24, 407-418.

Finos, Salmaso (2007). FDR- and FWE-controlling methods using data-driven weights. Journal of Statistical Planning and Inference, 137,12, 3859-3870.

For LSD test:

J. Lauter, E. Glimm and S. Kropf (1998). Multivariate test based on Left-Spherically Distributed Linear Scores. The Annals of Statistics, Vol. 26, No. 5, 1972-1988

L. Finos (2011). A note on Left-Spherically Distributed Test with covariates, Statistics and Probabilty Letters, Volume 81, Issue 6, June 2011, Pages 639-641

Examples

set.seed(13)
y <- matrix(rnorm(5000),5,1000) #create toy data
y[,1:100] <- y[,1:100]+3 #create toy data

p <- apply(y,2,function(y) t.test(y)$p.value) #compute p-values
M2 <- apply(y^2,2,mean) #compute ordering criterion

fdr   <- p.adjust(p,method="BH") #(unweighted) procedure, fdr control
 sum(fdr<.05)
fdr.w <- p.adjust.w(p,method="BH",w=M2) #weighted procedure, weighted fdr control
 sum(fdr.w<.05)
 
fwer   <- p.adjust(p,method="holm") #(unweighted) procedure, fwer control
 sum(fwer<.05)
fwer.w <- p.adjust.w(p,method="BHfwe",w=M2) #weighted procedure, weighted fwer (=fwer) control
sum(fwer.w<.05)

plot(M2,-log10(p))