pymare.stats.fdr

fdr(p_values, q=0.05, method='bh')

Perform FDR correction on p values.

Added in version 0.0.4.

Parameters:

• p_values (numpy.ndarray) – Array of p values.

• q (float, optional) – Alpha value. Default is 0.05.

• method ({"bh", "by"}, optional) – Method to use for correction. Either “bh” (Benjamini-Hochberg [1]) or “by” (Benjamini-Yekutieli [2]). Default is “bh”.

Returns:

p_adjusted – Array of adjusted p values.

Return type:

numpy.ndarray

Notes

This function is adapted from statsmodels, which is licensed under a BSD-3 license.

References

[1]

Yoav Benjamini and Yosef Hochberg. Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the Royal statistical society: series B (Methodological), 57(1):289–300, 1995. URL: https://doi.org/10.1111/j.2517-6161.1995.tb02031.x, doi:10.1111/j.2517-6161.1995.tb02031.x.

[2]

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

See also

statsmodels.stats.multitest.fdrcorrection