Package: sdafilter 1.0.0

Lilun Du

sdafilter: Symmetrized Data Aggregation

We develop a new class of distribution free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the dependence structure via sample splitting, data screening and information pooling. The proposed SDA filter first constructs a sequence of ranking statistics that fulfill global symmetry properties, and then chooses a data driven threshold along the ranking to control the FDR. For more information, see the website below and the accompanying paper: Du et al. (2020), "False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation", <arxiv:2002.11992>.

Authors:Lilun Du [aut, cre], Xu Guo [ctb], Wenguang Sun [ctb], Changliang Zou [ctb]

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Last updated 5 years agofrom:9643e0ada2. Checks:OK: 2. Indexed: yes.

Exports:SDA_M

Dependencies:clicodetoolscpp11foreachglassoglmnetgluehugeigraphiteratorslatticelifecyclemagrittrMASSMatrixpkgconfigPOETRcppRcppEigenrlangshapesurvivalvctrs