prop_alt (pyleoclim.utils.correlation.prop_alt)
- pyleoclim.utils.correlation.prop_alt(pvals, adj_method='mean', adj_args={'edf_lower': 0.8, 'num_steps': 20})[source]
Calculate an estimate of a, the proportion of alternative hypotheses, using one of several methods
- Parameters
pvals (list or array) – A vector of p-values on which to estimate a
- adj_method: {‘mean’, ‘storey’, ‘two-stage’}
Method for increasing the power of the procedure by estimating the proportion of alternative p-values. - ‘mean’, the modified Storey estimator that we suggest in Ventura et al. (2004) - ‘storey’, the method of Storey (2002) - ‘two-stage’, the iterative approach of Benjamini et al. (2001)
- adj_argsdict
for “mean”, specify “edf_lower”, the smallest quantile at which to estimate a, and “num_steps”, the number of quantiles to use the approach uses the average of the Storey (2002) estimator for the num_steps quantiles starting at “edf_lower” and finishing just less than 1
for “storey”, specify “edf_quantile”, the quantile at which to calculate the estimator
for “two-stage”, the method uses a standard FDR approach to estimate which p-values are significant this number is the estimate of a; therefore the method requires specification of qlevel, the proportion of false positives and “fdr_method” (‘original’ or ‘general’), the FDR method to be used. We do not recommend ‘general’ as this is very conservative and will underestimate a.
- Returns
a – estimate of a, the number of alternative hypotheses
- Return type
int
References
Storey, J.D. (2002). A direct approach to False Discovery Rates. Journal of the Royal Statistical Society, Series B, 64, 3, 479-498
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
Ventura, V., Paciorek, C., Risbey, J.S. (2004). Controlling the proportion of falsely rejected hypotheses when conducting multiple tests with climatological data. Journal of climate, 17, 4343-4356