Package: TestCor 0.0.2.2

Gannaz Irene

TestCor: FWER and FDR Controlling Procedures for Multiple Correlation Tests

Different multiple testing procedures for correlation tests are implemented. These procedures were shown to theoretically control asymptotically the Family Wise Error Rate (Roux (2018) <https://tel.archives-ouvertes.fr/tel-01971574v1>) or the False Discovery Rate (Cai & Liu (2016) <doi:10.1080/01621459.2014.999157>). The package gather four test statistics used in correlation testing, four FWER procedures with either single step or stepdown versions, and four FDR procedures.

Authors:Gannaz Irene [aut, cre]

TestCor_0.0.2.2.tar.gz
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TestCor_0.0.2.2.tgz(r-4.4-emscripten)TestCor_0.0.2.2.tgz(r-4.3-emscripten)
TestCor.pdf |TestCor.html✨
TestCor/json (API)

# Install 'TestCor' in R:
install.packages('TestCor', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.00 score 1 stars 23 scripts 180 downloads 1 mentions 26 exports 3 dependencies

Last updated 4 years agofrom:9d5d2a9a1a. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 11 2024
R-4.5-linux-x86_64OKDec 11 2024

Exports:ApplyFdrCorApplyFwerCorApplyFwerCor_oracleBHBootCorBHCorBonferroniCorBonferroniCor_SDBootRWCorBootRWCor_SDcovD2ndcovDcorcovDcorNormeval_statLCTbootLCTnormmaxTinftyCormaxTinftyCor_SDSidakCorSidakCor_SDSimuFdrSimuFwerSimuFwer_oracleUncorrectedCorunvectorizevectorizewhichCor

Dependencies:MASSRcppRcppArmadillo

Readme and manuals

Help Manual

Help pageTopics
FWER and FDR controlling procedures for multiple correlation testsTestCor-package TestCor
Applies multiple testing procedures built to control (asymptotically) the FDR for correlation testing.ApplyFdrCor
Applies multiple testing procedures controlling (asymptotically) the FWER for tests on a correlation matrix.ApplyFwerCor
Applies an oracle version of MaxTinfty procedure described in Drton & Perlman (2007) for correlation testing.ApplyFwerCor_oracle
Benjamini & Hochberg (1995)'s procedure for correlation testing with bootstrap evaluation of p-values.BHBootCor
Benjamini & Hochberg (1995)'s procedure for correlation testing.BHCor
Bonferroni multiple testing procedure for correlations.BonferroniCor
Bonferroni multiple testing method for correlations with stepdown procedure.BonferroniCor_SD
Bootstrap multiple testing method of Romano & Wolf (2005) for correlations.BootRWCor
Boootstrap multiple testing method of Romano & Wolf (2005) for correlations, with stepdown procedure.BootRWCor_SD
Returns the theoretical covariance of empirical correlations.covD2nd
Returns the theoretical covariance of empirical correlations.covDcor
Returns the theoretical covariance of test statistics for correlation testing.covDcorNorm
Evaluates the test statistics for tests on correlation matrix entries.eval_stat
Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing.LCTboot
Procedure LCT-N proposed by Cai & Liu (2016) for correlation testing.LCTnorm
Multiple testing method of Drton & Perlman (2007) for correlations.maxTinftyCor
Multiple testing method of Drton & Perlman (2007) for correlations, with stepdown procedure.maxTinftyCor_SD
Sidak multiple testing procedure for correlations.SidakCor
Sidak multiple testing method for correlations with stepdown procedure.SidakCor_SD
Simulates Gaussian data with a given correlation matrix and applies a FDR controlling procedure on the correlations.SimuFdr
Simulates Gaussian data with a given correlation matrix and applies a FWER controlling procedure on the correlations.SimuFwer
Simulates Gaussian data with a given correlation matrix and applies oracle MaxTinfty on the correlations.SimuFwer_oracle
Uncorrected testing procedure for correlations.UncorrectedCor
Returns an upper-triangle matrix, without the diagonal, containing the elements of a given vector.unvectorize
Returns a vector containing the upper triangle of a matrix, without the diagonal.vectorize
Returns the indexes of an upper triangular matrix with logical entries.whichCor