diff --git a/DESCRIPTION b/DESCRIPTION index 9cf9ee2..96df15b 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,14 +1,21 @@ Package: ChangepointTesting Type: Package Title: Change Point Estimation for Clustered Signals -Version: 1.0 -Date: 2016-02-01 +Version: 1.1 +Date: 2022-06-05 Author: Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway -Maintainer: Shannon T. Holloway -Description: A multiple testing procedure for clustered alternative hypotheses. It is assumed that the p-values under the null hypotheses follow U(0,1) and that the distributions of p-values from the alternative hypotheses are stochastically smaller than U(0,1). By aggregating information, this method is more sensitive to detecting signals of low magnitude than standard methods. Additionally, sporadic small p-values appearing within a null hypotheses sequence are avoided by averaging on the neighboring p-values. +Maintainer: Shannon T. Holloway +Description: A multiple testing procedure for clustered alternative hypotheses. + It is assumed that the p-values under the null hypotheses follow U(0,1) and + that the distributions of p-values from the alternative hypotheses are + stochastically smaller than U(0,1). By aggregating information, this + method is more sensitive to detecting signals of low magnitude than + standard methods. Additionally, sporadic small p-values appearing + within a null hypotheses sequence are avoided by averaging on the + neighboring p-values. License: GPL-2 Depends: graphics, methods, stats NeedsCompilation: no -Packaged: 2016-05-23 22:36:17 UTC; sthollow +Packaged: 2022-06-05 18:52:12 UTC; 19194 Repository: CRAN -Date/Publication: 2016-05-24 05:38:52 +Date/Publication: 2022-06-06 23:10:38 UTC diff --git a/MD5 b/MD5 index 5f6032f..17cf3a8 100644 --- a/MD5 +++ b/MD5 @@ -1,10 +1,10 @@ -4254834451e9eb9fee6e042f118b4437 *DESCRIPTION +ab2bca882c8f17fd9a63940e4b8b0900 *DESCRIPTION f5ef67fb18bf6344b7e85801409c01bd *NAMESPACE aabf760616ad70f3b5847a19459a3998 *R/All-Classes.R 57041279050527370f64c07fad6a6e5a *R/BHmethod.R 688ff009f27ca950041418edf4b4532c *R/changePoint.R 81baab79c3225c0f7718b2e5cad4525e *R/methods-retrieve.R 31db7110b9931f5dede1b554252b1649 *R/zhang.R -6d665c26c1cdfe96dc6f9de7115f7f58 *man/ChangepointTesting-package.Rd -ee126828a6d79c107afce4f4227538f2 *man/changePoint-class.Rd -0d8fd49234fe9091e719da97c55cbfeb *man/changePoint.Rd +db55212b3cdde6c1c00100d2f1ac8b3f *man/ChangepointTesting-package.Rd +dcec1563c69ca577bb374c0874363241 *man/changePoint-class.Rd +a849242a24810a82a49b49bd8b3527b3 *man/changePoint.Rd diff --git a/man/ChangepointTesting-package.Rd b/man/ChangepointTesting-package.Rd index cf8e292..0c83fe2 100644 --- a/man/ChangepointTesting-package.Rd +++ b/man/ChangepointTesting-package.Rd @@ -1,36 +1,36 @@ -\name{ChangepointTesting-package} -\alias{ChangepointTesting-package} -\alias{ChangepointTesting} -\docType{package} -\title{ Change Point Estimation for Clustered Signals } -\description{ A multiple testing procedure for clustered alternative - hypotheses. It is assumed that the p-values under the - null hypotheses follow U(0,1) and that the distributions - of p-values from the alternative hypotheses are - stochastically smaller than U(0,1). - By aggregating information, this method is more - sensitive to detecting signals of low magnitude than - standard methods. Additionally, - sporadic small p-values appearing within a - null hypotheses sequence are avoided - by averaging on the neighboring p-values. } -\details{ -\tabular{ll}{ -Package: \tab ChangepointTesting\cr -Type: \tab Package\cr -Version: \tab 1.0\cr -Date: \tab 2016-02-02\cr -License: GPL-2\cr -} -} -\author{ -Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway -Maintainer: Shannon T. Holloway -} -\references{ -Cao, H. and Wu, W. B. (2015) -Changepoint estimation: Another look at multiple testing problems. -Biometrika, 102, 974--980. -} -\keyword{ package } - +\name{ChangepointTesting-package} +\alias{ChangepointTesting-package} +\alias{ChangepointTesting} +\docType{package} +\title{ Change Point Estimation for Clustered Signals } +\description{ A multiple testing procedure for clustered alternative + hypotheses. It is assumed that the p-values under the + null hypotheses follow U(0,1) and that the distributions + of p-values from the alternative hypotheses are + stochastically smaller than U(0,1). + By aggregating information, this method is more + sensitive to detecting signals of low magnitude than + standard methods. Additionally, + sporadic small p-values appearing within a + null hypotheses sequence are avoided + by averaging on the neighboring p-values. } +\details{ +\tabular{ll}{ +Package: \tab ChangepointTesting\cr +Type: \tab Package\cr +Version: \tab 1.1\cr +Date: \tab 2022-06-05\cr +License: GPL-2\cr +} +} +\author{ +Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway +Maintainer: Shannon T. Holloway +} +\references{ +Cao, H. and Wu, W. B. (2015) +Changepoint estimation: Another look at multiple testing problems. +Biometrika, 102, 974--980. +} +\keyword{ package } + diff --git a/man/changePoint-class.Rd b/man/changePoint-class.Rd index 361e071..219603b 100644 --- a/man/changePoint-class.Rd +++ b/man/changePoint-class.Rd @@ -1,134 +1,134 @@ -\name{changePoint-class} -\Rdversion{1.0} -\docType{class} -\alias{changePoint-class} -\alias{BH,changePoint-method} -\alias{blocks,changePoint-method} -\alias{CW,changePoint-method} -\alias{changePts,changePoint-method} -\alias{critical,changePoint-method} -\alias{numAlt,changePoint-method} -\alias{piAlt,changePoint-method} -\alias{FDRL,changePoint-method} -\alias{sigmaSq,changePoint-method} -\alias{print,changePoint-method} -\alias{plot,changePoint,missing-method} -\alias{show,changePoint-method} - -\title{Class \code{"changePoint"}} - -\description{Value object returned by call to \code{changePoint()}. -} -\section{Objects from the Class}{This object should not be created by users.} - -\section{Slots}{ - \describe{ - \item{\code{CW}: }{Object of class \code{numeric} or NULL. - A vector of 1/0 values; 1 indicates - that hypothesis was rejected by the - Cao-Wu method.} - \item{\code{chgPts}: }{Object of class \code{numeric} or NULL. - The vector of change points identified - by the Cao-Wu method. If no change - points are identified, NULL.} - \item{\code{pi_alt}: }{Object of class \code{numeric}. - The estimated proportion of alternative - hypotheses calculated using the Cao-Wu - method.} - \item{\code{num_alt}: }{Object of class \code{numeric}. - The estimated number of alternative hypotheses - calculated using the Cao-Wu method.} - \item{\code{FDRL}: }{Object of class \code{numeric} or NULL. - A vector of 1/0 values; 1 indicates that - hypothesis was rejected by the FDR_L - method.} - \item{\code{BH}: }{Object of class \code{numeric} or NULL. - A vector of 1/0 values; 1 indicates that - hypothesis was rejected by the FDR_L - method.} - \item{\code{gammaStar}: }{Object of class \code{numeric}. The - estimated critical value for testing - used by the Cao-Wu method.} - \item{\code{sigmaSq}: }{Object of class \code{numeric}. The - estimated variance used to determine - the critical value of the Cao-Wu method.} - \item{\code{pVals}: }{Object of class \code{numeric}. The - original p-values provided as input.} - } -} -\section{Methods}{ - \describe{ - \item{BH}{\code{signature(x = "changePoint")}: - Retrieves a vector of integer values. - An elements is 1 if the null hypothesis is rejected - by the Benjamini-Hochberg (1995) method.} - - \item{blocks}{\code{signature(x = "changePoint")}: - Retrieves a list, each element of which is - a vector of integer values. - Each vector contains the indices of - an alternative hypothesis block.} - - \item{CW}{\code{signature(x = "changePoint")}: - Retrieves a vector of integer values. - An element is 1 if the null hypothesis is rejected - by the Cao-Wu change point (2015) method.} - - \item{changePts}{\code{signature(x = "changePoint")}: - Retrieves a vector of integer values. - The vector of change points identified by the - Cao-Wu (2015) method. If no change points are - identified, NULL is returned.} - - \item{FDRL}{\code{signature(x = "changePoint")}: - Retrieves a vector of integer values. - Elements are 1 if the null hypothesis is rejected - by the FDR_L (Zhang et al. 2011) method. } - - \item{critical}{\code{signature(x = "changePoint")}: Retrieves the - estimated critical value for testing used by - the Cao-Wu (2015) method.} - - \item{numAlt}{\code{signature(x = "changePoint")}: Retrieves the - estimated number of alternative hypotheses - obtained by the Cao-Wu (2015) method. } - - \item{piAlt}{\code{signature(x = "changePoint")}: Retrieves the - estimated proportion of alternative hypotheses - obtained by the Cao-Wu (2015) method. } - - \item{plot}{\code{signature(x = "changePoint", y = "missing", - logp = FALSE, ...)}: - Generates x-y plots - of -log(p) vs position or p-value vs position for - each alternative hypothesis block obtained - by the Cao-Wu (2015) method. logp is TRUE/FALSE - indicating if -log(p)/p-values are plotted on the y-axis.} - - \item{sigmaSq}{\code{signature(x = "changePoint")}: Retrieves the - estimated variance used to determine the critical value of - the Cao-Wu (2015) method.} - -}} -\references{ -Benjamini, Y. and Hochberg, Y. (1995). -Controlling the false discovery rate: A practical and powerful approach to -multiple testing. -{Journal of the Royal Statistical Society: Series B}, 57, 289--300. - -Cao, H. and Wu, W. B. (2015) -Changepoint estimation: Another look at multiple testing problems. -Biometrika, 102, 974--980. - -Zhang, C., Fan, J., and Yu, T. (2011). -Multiple testing via FDRL for large-scale imaging data. -Anals of Statistics, 39, 613--642. -} -\author{ -Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway -Maintainer: Shannon T. Holloway -} -\examples{ -showClass("changePoint") -} -\keyword{classes} +\name{changePoint-class} +\Rdversion{1.0} +\docType{class} +\alias{changePoint-class} +\alias{BH,changePoint-method} +\alias{blocks,changePoint-method} +\alias{CW,changePoint-method} +\alias{changePts,changePoint-method} +\alias{critical,changePoint-method} +\alias{numAlt,changePoint-method} +\alias{piAlt,changePoint-method} +\alias{FDRL,changePoint-method} +\alias{sigmaSq,changePoint-method} +\alias{print,changePoint-method} +\alias{plot,changePoint,missing-method} +\alias{show,changePoint-method} + +\title{Class \code{"changePoint"}} + +\description{Value object returned by call to \code{changePoint()}. +} +\section{Objects from the Class}{This object should not be created by users.} + +\section{Slots}{ + \describe{ + \item{\code{CW}: }{Object of class \code{numeric} or NULL. + A vector of 1/0 values; 1 indicates + that hypothesis was rejected by the + Cao-Wu method.} + \item{\code{chgPts}: }{Object of class \code{numeric} or NULL. + The vector of change points identified + by the Cao-Wu method. If no change + points are identified, NULL.} + \item{\code{pi_alt}: }{Object of class \code{numeric}. + The estimated proportion of alternative + hypotheses calculated using the Cao-Wu + method.} + \item{\code{num_alt}: }{Object of class \code{numeric}. + The estimated number of alternative hypotheses + calculated using the Cao-Wu method.} + \item{\code{FDRL}: }{Object of class \code{numeric} or NULL. + A vector of 1/0 values; 1 indicates that + hypothesis was rejected by the FDR_L + method.} + \item{\code{BH}: }{Object of class \code{numeric} or NULL. + A vector of 1/0 values; 1 indicates that + hypothesis was rejected by the FDR_L + method.} + \item{\code{gammaStar}: }{Object of class \code{numeric}. The + estimated critical value for testing + used by the Cao-Wu method.} + \item{\code{sigmaSq}: }{Object of class \code{numeric}. The + estimated variance used to determine + the critical value of the Cao-Wu method.} + \item{\code{pVals}: }{Object of class \code{numeric}. The + original p-values provided as input.} + } +} +\section{Methods}{ + \describe{ + \item{BH}{\code{signature(x = "changePoint")}: + Retrieves a vector of integer values. + An elements is 1 if the null hypothesis is rejected + by the Benjamini-Hochberg (1995) method.} + + \item{blocks}{\code{signature(x = "changePoint")}: + Retrieves a list, each element of which is + a vector of integer values. + Each vector contains the indices of + an alternative hypothesis block.} + + \item{CW}{\code{signature(x = "changePoint")}: + Retrieves a vector of integer values. + An element is 1 if the null hypothesis is rejected + by the Cao-Wu change point (2015) method.} + + \item{changePts}{\code{signature(x = "changePoint")}: + Retrieves a vector of integer values. + The vector of change points identified by the + Cao-Wu (2015) method. If no change points are + identified, NULL is returned.} + + \item{FDRL}{\code{signature(x = "changePoint")}: + Retrieves a vector of integer values. + Elements are 1 if the null hypothesis is rejected + by the FDR_L (Zhang et al. 2011) method. } + + \item{critical}{\code{signature(x = "changePoint")}: Retrieves the + estimated critical value for testing used by + the Cao-Wu (2015) method.} + + \item{numAlt}{\code{signature(x = "changePoint")}: Retrieves the + estimated number of alternative hypotheses + obtained by the Cao-Wu (2015) method. } + + \item{piAlt}{\code{signature(x = "changePoint")}: Retrieves the + estimated proportion of alternative hypotheses + obtained by the Cao-Wu (2015) method. } + + \item{plot}{\code{signature(x = "changePoint", y = "missing", + logp = FALSE, ...)}: + Generates x-y plots + of -log(p) vs position or p-value vs position for + each alternative hypothesis block obtained + by the Cao-Wu (2015) method. logp is TRUE/FALSE + indicating if -log(p)/p-values are plotted on the y-axis.} + + \item{sigmaSq}{\code{signature(x = "changePoint")}: Retrieves the + estimated variance used to determine the critical value of + the Cao-Wu (2015) method.} + +}} +\references{ +Benjamini, Y. and Hochberg, Y. (1995). +Controlling the false discovery rate: A practical and powerful approach to +multiple testing. +{Journal of the Royal Statistical Society: Series B}, 57, 289--300. + +Cao, H. and Wu, W. B. (2015) +Changepoint estimation: Another look at multiple testing problems. +Biometrika, 102, 974--980. + +Zhang, C., Fan, J., and Yu, T. (2011). +Multiple testing via FDRL for large-scale imaging data. +Anals of Statistics, 39, 613--642. +} +\author{ +Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway +Maintainer: Shannon T. Holloway +} +\examples{ +showClass("changePoint") +} +\keyword{classes} diff --git a/man/changePoint.Rd b/man/changePoint.Rd index 72984f1..f378cfb 100644 --- a/man/changePoint.Rd +++ b/man/changePoint.Rd @@ -1,167 +1,167 @@ -\name{changePoint} -\alias{changePoint} -\alias{plot,changePoint} -\alias{BH,changePoint} -\alias{CW,changePoint} -\alias{FDRL,changePoint} -\alias{critical,changePoint} -\alias{numAlt,changePoint} -\alias{pAlt,changePoint} -\alias{sigmaSq,changePoint} -\alias{BH} -\alias{blocks} -\alias{CW} -\alias{FDRL} -\alias{critical} -\alias{numAlt} -\alias{piAlt} -\alias{sigmaSq} -\alias{changePts} -\title{ Change Point Estimation for Clustered Signals } -\description{ A multiple testing procedure for clustered alternative - hypotheses. It is assumed that the p-values under the - null hypotheses follow U(0,1) and that the distributions - of p-values from the alternative hypotheses are - stochastically smaller than U(0,1). - By aggregating information, this method is more - sensitive to detecting signals of low magnitude than - standard methods. Additionally, - sporadic small p-values appearing within a - null hypotheses sequence are avoided - by averaging on the neighboring p-values. } -\usage{ -changePoint(pvalues, alpha, km, lm, compare = "BOTH", fdrlWindow = 3, -fdrlNStep = 300, fdrlLambda = 0.1) -} -\arguments{ - \item{pvalues }{an object of class numeric. - A vector of p-values.} - \item{alpha }{an object of class numeric. The significant level for - the estimation of the critical value, gamma*.} - \item{km }{an object of class numeric. The size of the window - defining the neighborhood in left and right distances.} - \item{lm }{an object of class numeric. The size of the - window defining the - neighborhood in the long-run variance estimation.} - \item{compare }{one of ("FDRL", "BH", "Both", "None"). - In addition to the Cao-Wu method, - obtain significance indicators using - the FDR_L method (FDRL) - (Zhang et al., 2011), - the Benjamini-Hochberg method (BH), - (Benjamini andHochberg, 1995), - "both" the FDRL and the BH methods, or - do not consider alternative methods (none).} - \item{fdrlWindow}{an object of class numeric. - If FDR_L method requested, the size of the window - defining the neighborhood.} - \item{fdrlNStep }{an object of class numeric. - If FDR_L method requested, the number of threshold - values to consider.} - \item{fdrlLambda}{and object of class numeric. - If FDR_L method requested, the tuning constant.} - -} -\details{ -The comparison capability is included only for convenience and -reproducibility -of the original manuscript. The Benjamini-Hochberg and FDR_L -methods cannot be accessed outside of the changePoint function. - -The following methods retrieve individual results from a changePoint -object, x: - - \code{BH(x)}: - Retrieves a vector of integer values. - An element is 1 if the null hypothesis is rejected - by the Benjamini-Hochberg (1995) method. - - \code{blocks(x)}: - Retrieves a list, each element of which is - a vector of integer values. - Each vector contains the indices of - an alternative hypothesis block. - - \code{CW(x)}: - Retrieves a vector of integer values. - An element is 1 if the null hypothesis is rejected - by the Cao-Wu change point (2015) method. - - \code{changePts(x)}: - Retrieves a vector of integer values. - The vector of change points identified by the - Cao-Wu (2015) method. If no change points are - identified, NULL is returned. - - \code{FDRL(x)}: - Retrieves a vector of integer values. - Elements are 1 if the null hypothesis is rejected - by the FDR_L (Zhang et al. 2011) method. - - \code{critical(x)}: Retrieves the - estimated critical value for testing used by - the Cao-Wu (2015) method. - - \code{numAlt(x)}: Retrieves the - estimated number of alternative hypotheses - obtained by the Cao-Wu (2015) method. - - \code{piAlt(x)}: Retrieves the - estimated proportion of alternative hypotheses - obtained by the Cao-Wu (2015) method. - - \code{plot(x, y, logp, ...)}: Generates plots - of -log(p) vs position or p-value vs position for - each alternative hypothesis block obtained - by the Cao-Wu (2015) method. logp is TRUE/FALSE - indicating if -log(p)/p-values are plotted on the y-axis. - - \code{sigmaSq(x)}: Retrieves the - estimated variance used to determine the critical value of - the Cao-Wu (2015) method. - -} -\value{ -Returns an object of class \code{changePoint}. -} -\references{ -Benjamini, Y. and Hochberg, Y. (1995). -Controlling the false discovery rate: A practical and powerful approach to -multiple testing. -{Journal of the Royal Statistical Society: Series B}, 57, 289--300. - -Cao, H. and Wu, W. B. (2015) -Changepoint estimation: Another look at multiple testing problems. -Biometrika, 102, 974--980. - -Zhang, C., Fan, J., and Yu, T. (2011). -Multiple testing via FDRL for large-scale imaging data. -Anals of Statistics, 39, 613--642. -} - -\author{ -Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway -Maintainer: Shannon T. Holloway -} -\examples{ - -m <- 5000 - -T <- c(rep(0.1, 75), rep( 0.8, 75), rep(1.8, 100), - rep(0.0,2250), rep(-1.5,250), rep(0.0,2250)) + - rnorm(m, mean=0.0, sd = 1.0) - -pv <- 2.0*(1.0-pnorm(abs(T))) - -res <- changePoint(pvalues = pv, - alpha = 0.05, - km = {log(m)}^2, - lm = m^{1/4}, - compare = "Both") - -print(changePts(res)) - -print(head(cbind(BH(res),FDRL(res),CW(res)))) - -} - +\name{changePoint} +\alias{changePoint} +\alias{plot,changePoint} +\alias{BH,changePoint} +\alias{CW,changePoint} +\alias{FDRL,changePoint} +\alias{critical,changePoint} +\alias{numAlt,changePoint} +\alias{pAlt,changePoint} +\alias{sigmaSq,changePoint} +\alias{BH} +\alias{blocks} +\alias{CW} +\alias{FDRL} +\alias{critical} +\alias{numAlt} +\alias{piAlt} +\alias{sigmaSq} +\alias{changePts} +\title{ Change Point Estimation for Clustered Signals } +\description{ A multiple testing procedure for clustered alternative + hypotheses. It is assumed that the p-values under the + null hypotheses follow U(0,1) and that the distributions + of p-values from the alternative hypotheses are + stochastically smaller than U(0,1). + By aggregating information, this method is more + sensitive to detecting signals of low magnitude than + standard methods. Additionally, + sporadic small p-values appearing within a + null hypotheses sequence are avoided + by averaging on the neighboring p-values. } +\usage{ +changePoint(pvalues, alpha, km, lm, compare = "BOTH", fdrlWindow = 3, +fdrlNStep = 300, fdrlLambda = 0.1) +} +\arguments{ + \item{pvalues }{an object of class numeric. + A vector of p-values.} + \item{alpha }{an object of class numeric. The significant level for + the estimation of the critical value, gamma*.} + \item{km }{an object of class numeric. The size of the window + defining the neighborhood in left and right distances.} + \item{lm }{an object of class numeric. The size of the + window defining the + neighborhood in the long-run variance estimation.} + \item{compare }{one of ("FDRL", "BH", "Both", "None"). + In addition to the Cao-Wu method, + obtain significance indicators using + the FDR_L method (FDRL) + (Zhang et al., 2011), + the Benjamini-Hochberg method (BH), + (Benjamini andHochberg, 1995), + "both" the FDRL and the BH methods, or + do not consider alternative methods (none).} + \item{fdrlWindow}{an object of class numeric. + If FDR_L method requested, the size of the window + defining the neighborhood.} + \item{fdrlNStep }{an object of class numeric. + If FDR_L method requested, the number of threshold + values to consider.} + \item{fdrlLambda}{and object of class numeric. + If FDR_L method requested, the tuning constant.} + +} +\details{ +The comparison capability is included only for convenience and +reproducibility +of the original manuscript. The Benjamini-Hochberg and FDR_L +methods cannot be accessed outside of the changePoint function. + +The following methods retrieve individual results from a changePoint +object, x: + + \code{BH(x)}: + Retrieves a vector of integer values. + An element is 1 if the null hypothesis is rejected + by the Benjamini-Hochberg (1995) method. + + \code{blocks(x)}: + Retrieves a list, each element of which is + a vector of integer values. + Each vector contains the indices of + an alternative hypothesis block. + + \code{CW(x)}: + Retrieves a vector of integer values. + An element is 1 if the null hypothesis is rejected + by the Cao-Wu change point (2015) method. + + \code{changePts(x)}: + Retrieves a vector of integer values. + The vector of change points identified by the + Cao-Wu (2015) method. If no change points are + identified, NULL is returned. + + \code{FDRL(x)}: + Retrieves a vector of integer values. + Elements are 1 if the null hypothesis is rejected + by the FDR_L (Zhang et al. 2011) method. + + \code{critical(x)}: Retrieves the + estimated critical value for testing used by + the Cao-Wu (2015) method. + + \code{numAlt(x)}: Retrieves the + estimated number of alternative hypotheses + obtained by the Cao-Wu (2015) method. + + \code{piAlt(x)}: Retrieves the + estimated proportion of alternative hypotheses + obtained by the Cao-Wu (2015) method. + + \code{plot(x, y, logp, ...)}: Generates plots + of -log(p) vs position or p-value vs position for + each alternative hypothesis block obtained + by the Cao-Wu (2015) method. logp is TRUE/FALSE + indicating if -log(p)/p-values are plotted on the y-axis. + + \code{sigmaSq(x)}: Retrieves the + estimated variance used to determine the critical value of + the Cao-Wu (2015) method. + +} +\value{ +Returns an object of class \code{changePoint}. +} +\references{ +Benjamini, Y. and Hochberg, Y. (1995). +Controlling the false discovery rate: A practical and powerful approach to +multiple testing. +{Journal of the Royal Statistical Society: Series B}, 57, 289--300. + +Cao, H. and Wu, W. B. (2015) +Changepoint estimation: Another look at multiple testing problems. +Biometrika, 102, 974--980. + +Zhang, C., Fan, J., and Yu, T. (2011). +Multiple testing via FDRL for large-scale imaging data. +Anals of Statistics, 39, 613--642. +} + +\author{ +Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway +Maintainer: Shannon T. Holloway +} +\examples{ + +m <- 5000 + +T <- c(rep(0.1, 75), rep( 0.8, 75), rep(1.8, 100), + rep(0.0,2250), rep(-1.5,250), rep(0.0,2250)) + + rnorm(m, mean=0.0, sd = 1.0) + +pv <- 2.0*(1.0-pnorm(abs(T))) + +res <- changePoint(pvalues = pv, + alpha = 0.05, + km = {log(m)}^2, + lm = m^{1/4}, + compare = "Both") + +print(changePts(res)) + +print(head(cbind(BH(res),FDRL(res),CW(res)))) + +} +