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, what = c("p", "z", "u"))
Arguments
hommel |
The hommel object for the complete multiple testing problem. |
alpha |
The type I error allowed. |
what |
The scale of the number returned: p: maximal p-value; z: maximal p-value rank; u: maximal category |
Value
P-values over a certain threshold contribute no discoveries in this data set at this level of alpha and may be disregarded. The function returns either (1) the p-value threshold p; (2) the rank z of that p-value; or (3) the category u of that p-value.
Author(s)
Jelle Goeman.
References
Goeman, J. J., Meijer, R. J., Krebs, T. J., & Solari, A. (2019). Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing. Biometrika, 106(4), 841-856.
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)