fdr_master (pyleoclim.utils.correlation.fdr_master)

pyleoclim.utils.correlation.fdr_master(pvals, qlevel=0.05, method='original')

Perform various versions of the FDR procedure

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.

• method ({'original', 'general'}) – Method for performing the testing. - ‘original’ follows Benjamini & Hochberg (1995); - ‘general’ is much more conservative, requiring no assumptions on the p-values (see Benjamini & Yekutieli (2001)). We recommend using ‘original’, and if desired, using ‘adj_method=”mean”’ to increase power.

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

• Benjamini, Yoav; Yekutieli, Daniel (2001). “The control of the false discovery rate in multiple testing under dependency”. Annals of Statistics. 29 (4): 1165–1188. doi:10.1214/aos/1013699998