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ADDIS_exhaustive: Exhaustive ADDIS procedure for online FDR control

ADDIS_exhaustive.Rd

Implements an exhaustive variant of the ADDIS algorithm for online FDR control by adapting code from the Fischer, L.: Exhaustive ADDIS procedures for online FWER control.

Usage

ADDIS_exhaustive(d, alpha = 0.05, tau = 0.5, lambda = 0.25, gamma = NULL)

Arguments

d

Either a vector of p-values, or a dataframe with at least a `pval` column (and optionally `id`).

alpha

Overall significance level of the procedure, default 0.05.

tau

Optional threshold for hypotheses to be selected for testing. Must be between 0 and 1, defaults to 0.5.

lambda

Optional parameter that sets the threshold for `candidate' hypotheses. Must be between 0 and tau, defaults to 0.25.

gamma

Optional vector of initial weights. If `NULL` (the default), a decreasing sequence proportional to j^(-1.6) is used, as in ADDIS().

Value

A dataframe with the original p-values `pval`, the per-hypothesis testing levels `alphai`, and the indicator of discoveries `R`.

References

Fischer, L.: Exhaustive ADDIS procedures for online FWER control. arXiv:2308.13827 <https://arxiv.org/abs/2308.13827>

Author

Lasse Fischer