setBound

Calculates a default sequence of non-negative numbers \(\gamma_i\) that sum to 1 (for LOND and LONDstar, a sequence \(\beta_i\) that sums to \(\alpha\)), given an upper bound \(N\) on the number of hypotheses to be tested. For LORDdep the sequence \(\xi_i\) instead satisfies \(\sum_{i=1}^N \xi_i (1 + \log i) = 1\), the condition in Javanmard and Montanari (2018), example 3.7, for LORD(version='dep').

Usage

setBound(alg, alpha = 0.05, N)

Arguments

alg

A string that takes the value of one of the following: LOND, LORD, LORDdep, SAFFRON, ADDIS, LONDstar, LORDstar, SAFFRONstar, Alpha_investing, Alpha_spending, ADDIS_spending or online_fallback

alpha

Overall significance level of the FDR procedure, the default is 0.05. The bounds for LOND and LONDstar depend on alpha.

N

An upper bound on the number of hypotheses to be tested

Value

bound

A vector giving the values of a default sequence \(\gamma_i\) of non-negative numbers.