FDR function

Basic False Discovery Rate

Computes the basic false discovery rate given a vector of p-values and returns the index of the maximal p-value satisfying the FDR condition.

FDR(pvals, qlevel = 0.05)

Arguments

• pvals: a vector of pvals on which to conduct the multiple testing
• qlevel: the proportion of false positives desired

Returns

• fdr.id: NULL if no significant tests, or the index of the maximal p-value satisfying the FDR condition.

Source

Built off of https://www.stat.berkeley.edu/~paciorek/code/fdr/fdr.R.

Note

This is used primarily in Chapter 7.

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.