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StoreyBH: Offline FDR control using the St-BH procedure

StoreyBH.Rd

Implements the Storey-BH algorithm for offline FDR control, as presented by Storey (2002), with the null proportion estimate of Storey, Taylor and Siegmund (2004).

Usage

StoreyBH(d, alpha = 0.05, lambda = 0.5)

Arguments

d

Either a vector of p-values, or a dataframe with the column: p-value (`pval').

alpha

Overall significance level of the FDR procedure, the default is 0.05.

lambda

Threshold for Storey-BH, must be in (0, 1). Defaults to 0.5.

Value

out

A dataframe with the original data d and the indicator function of discoveries R. Hypothesis \(i\) is rejected if the \(i\)-th p-value is less than or equal to \((k/n)\alpha / \hat{\pi}_0\), where \(k\) is the largest \(r\) such that the \(r\)-th smallest p-value is at most \((r/n)\alpha / \hat{\pi}_0\), \(n\) is the total number of hypotheses and \(\hat{\pi}_0 = (1 + n_\lambda) / (n(1 - \lambda))\) is Storey's estimate of the proportion of true null hypotheses, with \(n_\lambda\) the number of p-values greater than \(\lambda\). If hypothesis \(i\) is rejected, R[i] = 1 (otherwise R[i] = 0).

Details

The Storey-BH procedure controls the FDR for independent p-values.

The function takes as its input either a vector of p-values, or a dataframe with a column of p-values (`pval').

References

Storey, J.D. (2002). A direct approach to false discovery rates. Journal of the Royal Statistical Society (Series B), 64(3):479-498.

Storey, J.D., Taylor, J.E. and Siegmund, D. (2004). Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach. Journal of the Royal Statistical Society (Series B), 66(1):187-205.

Examples


pvals <- c(2.90e-08, 0.06743, 0.01514, 0.08174, 0.00171,
        3.60e-05, 0.79149, 0.27201, 0.28295, 7.59e-08,
        0.69274, 0.30443, 0.00136, 0.72342, 0.54757)

StoreyBH(pvals)
#>          pval R
#> 1  2.9000e-08 1
#> 2  6.7430e-02 0
#> 3  1.5140e-02 1
#> 4  8.1740e-02 0
#> 5  1.7100e-03 1
#> 6  3.6000e-05 1
#> 7  7.9149e-01 0
#> 8  2.7201e-01 0
#> 9  2.8295e-01 0
#> 10 7.5900e-08 1
#> 11 6.9274e-01 0
#> 12 3.0443e-01 0
#> 13 1.3600e-03 1
#> 14 7.2342e-01 0
#> 15 5.4757e-01 0