SeqFDR function

Sequential FDR

Sequential FDR method that controls the FDR and mFDR in an online manner.

SeqFDR(m, FDR, a=2, R)

Arguments

• m: The number of current the test.
• FDR: FDR level.
• a: A constant.
• R: All of the decisions from the tests that have already been performed.

Details

We used the LOND (significance Levels based On Number of Discoveries) algorithm that controls FDR in an online manner (Javanmard and Montanari, 2015). The significance level (i.e., the type I error rate) is dynamic and based on the total number of discoveries made so far.

Returns

The value of alpha.

References

1. Javanmard A and Montanari A (2015). On Online Control of False Discovery Rate. arXiv:150206197.

Author(s)

Md Bahadur Badsha (mbbadshar@gmail.com)

See Also

MRPC for estimating a DAG using the Mendelian Randomization (MR) based (MRPC) algorithm; ModiSkeleton for estimating a skeleton using modified skeleton function.