fixed code + added test

doc/whats_new.rst

@@ -68,6 +68,8 @@ Fixes
   index (See PR `#3078 <https://github.com/nilearn/nilearn/issues/3078>`_).
 - Convert reference in `nilearn/regions/region_extractor.py` to use footcite / footbibliography.
   (See issue `#2787 <https://github.com/nilearn/nilearn/issues/2787>`_ and PR `#3111 <https://github.com/nilearn/nilearn/pull/3111>`_).
+- Computation of Benjamini-Hocheberg threshold fixed in `nilearn/glm/thresholding.py` function (see issue ``#2879 <https://github.com/nilearn/nilearn/issues/2879>`_ and PR `#3137 <https://github.com/nilearn/nilearn/pull/3137>`_`)
+
 
 Enhancements
 ------------

nilearn/glm/tests/test_thresholding.py

@@ -24,6 +24,11 @@ def test_fdr():
         fdr_threshold(x, -.1)
     with pytest.raises(ValueError):
         fdr_threshold(x, 1.5)
+    # addresses #2879
+    n = 10
+    pvals = np.linspace(1 / n, 1, n)
+    pvals[0] = 0.007
+    assert np.isfinite(fdr_threshold(norm.isf(pvals), .1))
 
 
 def test_threshold_stats_img():

nilearn/glm/thresholding.py

@@ -98,8 +98,7 @@ def fdr_threshold(z_vals, alpha):
     z_vals_ = - np.sort(- z_vals)
     p_vals = norm.sf(z_vals_)
     n_samples = len(p_vals)
-    pos = p_vals < alpha * np.linspace(
-        .5 / n_samples, 1 - .5 / n_samples, n_samples)
+    pos = p_vals < alpha * np.linspace(1 / n_samples, 1, n_samples)
     if pos.any():
         return (z_vals_[pos][-1] - 1.e-12)