DiscreteFWER-package {DiscreteFWER}R Documentation

FWER-Based Multiple Testing Procedures with Adaptation for Discrete Tests

Description

This package implements adaptions for discrete tests of the Bonferroni, Holm, Hochberg and Šidák procedures for control of the family-wise error rate (FWER).

Details

The main function discrete_FWER() makes all four procedures available to the user. DBonferroni(), DHolm(), DHochberg() and DSidak() are wrapper functions that enable the user to access them directly. Their main parameters are either a DiscreteTestResults object from package DiscreteTests or a vector of raw observed p-values and a list whose elements are the discrete supports of the CDFs of the p-values.

The function direct_discrete_FWER()is a wrapper for DiscreteFDR::generate.pvalues() and discrete_FWER(), which applies discrete procedures directly to data.

Author(s)

Maintainer: Florian Junge diso.fbmn@h-da.de (ORCID) [contributor]

Authors:

References

Döhler, S. (2010). Validation of credit default probabilities using multiple-testing procedures. Journal of Risk Model Validation, 4(4), 59-92. doi:10.21314/JRMV.2010.062

Zhu, Y., & Guo, W. (2019). Family-Wise Error Rate Controlling Procedures for Discrete Data. Statistics in Biopharmaceutical Research, 12(1), 117-128. doi:10.1080/19466315.2019.1654912

See Also

Useful links:


[Package DiscreteFWER version 1.0.0 Index]