FDR Power
Overview
Computing Average and TPX Power under various BHFDR type sequential procedures. All of these procedures involve control of some summary of the distribution of the FDP, e.g. the proportion of discoveries which are false in a given experiment. The most widely known of these, the BH-FDR procedure, controls the FDR which is the mean of the FDP. A lesser known procedure, due to Lehmann and Romano, controls the FDX, or probability that the FDP exceeds a user provided threshold. This is less conservative than FWE control procedures but much more conservative than the BH-FDR proceudre. This package and the references supporting it introduce a new procedure for controlling the FDX which we call the BH-FDX procedure. This procedure iteratively identifies, given alpha and lower threshold delta, an alpha* less than alpha at which BH-FDR guarantees FDX control. This uses asymptotic approximation and is only slightly more conservative than the BH-FDR procedure. Likewise, we can think of the power in multiple testing experiments in terms of a summary of the distribution of the True Positive Proportion (TPP), the portion of tests truly non-null distributed that are called significant. The package will compute power, sample size or any other missing parameter required for power defined as (i) the mean of the TPP (average power) or (ii) the probability that the TPP exceeds a given value, lambda, (TPX power) via asymptotic approximation. All supplied theoretical results are also obtainable via simulation. The suggested approach is to narrow in on a design via the theoretical approaches and then make final adjustments/verify the results by simulation. The theoretical results are described in Izmirlian, G (2020) Statistics and Probability letters, "doi:10.1016/j.spl.2020.108713", and an applied paper describing the methodology with a simulation study is in preparation. See citation("pwrFDR").
Install
Health
NOTEDESCRIPTION meta-informationr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64
r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘pwrFDR.R’r-devel-windows-x86_64, r-oldrel-windows-x86_64, r-release-windows-x86_64
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'pwrFDR.R'- NOTE13 NOTE2026-06-09
- ERROR12 NOTE, 1 ERROR2026-06-08
- NOTE3 OK, 11 NOTE2026-03-10
Documentation
- Help pages
- 31
- Examples that run
- 100%21 run in a plain check
- Exported functions with examples
- 68%
- Documented parameters
- 94%
- Return-value docs
- 97%
- Help pages citing references
- 58%
- Using pwrFDR PDF
Downloads
Dependencies
Installing pwrFDR adds 70 packages (40 with compiled code, 65 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
People & History
Maintainer since 1.80 (2018)
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 3.2.4Latest
- unarchivedReturned to CRAN2024-12-18
- 3.2.22024-12-18 · diff ↗ ·
removed 3 exports
CDF.Pval.ua.eq.u, CDF.Pval.ar.eq.u, view.presentationadded 6 exports
backsolve.seFDPoalpha, backsolve.seTPPoavgpwr, basic.tmPrint, CDF.Pval.au.eq.u, CDF.Pval.apsi.eq.u, join.tbl - archivedRemoved from CRAN2024-11-11issues were not corrected despite reminders
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 2.8.9
- 2.8.72021-01-14 · diff ↗
- 2.8.62020-11-04 · diff ↗
- 2.8.42020-09-26 · diff ↗ ·
removed 6 exports
cCDF.SoM, cCDF.ToJ, controlFDF, var.J.o.rtm, var.rtm.SoM, var.rtm.ToJadded 18 exports
arg.vals, CDF.Pval.ua.eq.u, CDF.Pval.ar.eq.u, cCDF.Rom, cCDF.ToM, cCDF.VoR, cc.ROC, controlFDP, criterion, es.ROC, if.na.x, if.y.z, if.0.rm, nna, pwrFDR.grid, sd.rtm.Rom, sd.rtm.VoR, sd.rtm.ToM - RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2018-01-17
- Total releases
- 10 / 8 yrs
- License
- GPL (>= 2) OSI
- Download size
- 380 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("pwrFDR")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
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