bpp-core3  3.0.0
Classes | Static Public Member Functions | List of all members
bpp::StatTools Class Reference

Statistics tools and utilitary functions. More...

#include <Bpp/Numeric/Stat/StatTools.h>

Classes

struct  PValue_
 

Static Public Member Functions

static std::vector< double > computeFdr (const std::vector< double > &pvalues)
 Compute the false discovery rate for a set of input p-values, using Benjamini and Hochberg's 'FDR' method. More...
 

Detailed Description

Statistics tools and utilitary functions.

Definition at line 55 of file StatTools.h.

Member Function Documentation

◆ computeFdr()

vector< double > StatTools::computeFdr ( const std::vector< double > &  pvalues)
static

Compute the false discovery rate for a set of input p-values, using Benjamini and Hochberg's 'FDR' method.

The false discovery rate is computed by sorting all pvalues. The FDR r is calculated with the formula $ r = p * n / i$ where p is the p-value, n is the number of tests (the size of the input vector) and i is the rank of the p-value, that is the index in the sorted array.

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 (Methodological) 57(1):289-300.
  • Verhoeven, KJF; Simonsen, KL; M. McIntyre, LM (2005). Implementing false discovery rate control: increasing your power. Oikos. 108(3):643-647.
Author
Julien Dutheil
Parameters
pvaluesThe input p-values.
Returns
The corresponding false discovery rates.

Definition at line 50 of file StatTools.cpp.

The documentation for this class was generated from the following files: