DiscreteFDR - FDR Based Multiple Testing Procedures with Adaptation for Discrete Tests

Implementations of the multiple testing procedures for discrete tests described in the paper Döhler, Durand and Roquain (2018) "New FDR bounds for discrete and heterogeneous tests" <doi:10.1214/18-EJS1441>. The main procedures of the paper (HSU and HSD), their adaptive counterparts (AHSU and AHSD), and the HBR variant are available and are coded to take as input the results of a test procedure from package 'DiscreteTests', or a set of observed p-values and their discrete support under their nulls. A shortcut function to obtain such p-values and supports is also provided, along with a wrapper allowing to apply discrete procedures directly to data.

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5.21 score 4 stars 2 dependents 17 scripts 231 downloads

DiscreteTests - Vectorised Computation of P-Values and Their Supports for Several Discrete Statistical Tests

Provides vectorised functions for computing p-values of various common discrete statistical tests, as described e.g. in Agresti (2002) <doi:10.1002/0471249688>, including their distributions. Exact and approximate computation methods are provided. For exact ones, several procedures of determining two-sided p-values are included, which are outlined in more detail in Hirji (2006) <doi:10.1201/9781420036190>.

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4.12 score 1 stars 3 dependents 37 scripts 321 downloads

DiscreteDatasets - Example Data Sets for Use with Discrete Statistical Tests

Provides several data sets for use with discrete statistical tests and discrete multiple testing procedures.

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3.73 score 3 dependents 4 scripts 546 downloads

FDX - False Discovery Exceedance Controlling Multiple Testing Procedures

Multiple testing procedures for heterogeneous and discrete tests as described in Döhler and Roquain (2020) <doi:10.1214/20-EJS1771>. The main algorithms of the paper are available as continuous, discrete and weighted versions. They take as input the results of a test procedure from package 'DiscreteTests', or a set of observed p-values and their discrete support under their nulls. A shortcut function to obtain such p-values and supports is also provided, along with wrappers allowing to apply discrete procedures directly to data.

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2.30 score 2 stars 1 scripts 627 downloads

DiscreteFWER - FWER-Based Multiple Testing Procedures with Adaptation for Discrete Tests

Implementations of several multiple testing procedures that control the family-wise error rate (FWER) designed specifically for discrete tests. Included are discrete adaptations of the Bonferroni, Holm, Hochberg and Šidák procedures as described in the papers Döhler (2010) "Validation of credit default probabilities using multiple-testing procedures" <doi:10.21314/JRMV.2010.062> and Zhu & Guo (2019) "Family-Wise Error Rate Controlling Procedures for Discrete Data" <doi:10.1080/19466315.2019.1654912>. The main procedures of this package take as input the results of a test procedure from package 'DiscreteTests' or a set of observed p-values and their discrete support under their nulls. A shortcut function to apply discrete procedures directly to data is also provided.

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2.00 score 173 downloads