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:
Sebastian Döhler sebastian.doehler@h-da.de (ORCID) [contributor]
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:
Report bugs at https://github.com/DISOhda/DiscreteFWER/issues