fdr_basic (pyleoclim.utils.correlation.fdr_basic)

pyleoclim.utils.correlation.fdr_basic(pvals, qlevel=0.05)[source]

The basic FDR of Benjamini & Hochberg (1995).

Parameters

  • pvals (list or array) – A vector of p-values on which to conduct the multiple testing.

  • qlevel (float) – The proportion of false positives desired.

Returns

fdr_res – A vector of the indices of the significant tests; None if no significant tests

Return type

array or None

References

  • Benjamini, Yoav; Hochberg, Yosef (1995). “Controlling the false discovery rate: a practical and powerful approach to multiple testing”. Journal of the Royal Statistical Society, Series B. 57 (1): 289–300. MR 1325392