storey (pyleoclim.utils.correlation.storey)

pyleoclim.utils.correlation.storey(edf_quantile, pvals)[source]

The basic Storey (2002) estimator of a, the proportion of alternative hypotheses.

Parameters

  • edf_quantile (float) – The quantile of the empirical distribution function at which to estimate a.

  • pvals (list or array) – A vector of p-values on which to estimate 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