time-to-botec

Benchmark sampling in different programming languages
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repl.txt (2235B)


      1 
      2 {{alias}}( pvals, method[, comparisons] )
      3     Adjusts supplied p-values for multiple comparisons via a specified method.
      4 
      5     The `method` parameter can be one of the following values:
      6 
      7     -   **bh**: Benjamini-Hochberg procedure controlling the False Discovery
      8     Rate (FDR).
      9     -   **bonferroni**: Bonferroni correction fixing the family-wise error rate
     10     by multiplying the p-values with the number of comparisons. The Bonferroni
     11     correction is usually a too conservative adjustment compared to the others.
     12     -   **by**: Procedure by Benjamini & Yekutieli for controlling the False
     13     Discovery Rate (FDR) under dependence.
     14     -   **holm**: Hommel's method controlling family-wise error rate. It is
     15     uniformly more powerful than the Bonferroni correction.
     16     -   **hommel**: Hommel's method, which is valid when hypothesis tests are
     17     independent. It is more expensive to compute than the other methods.
     18 
     19     By default, the number of comparisons for which the p-values should be
     20     corrected is equal to the number of provided p-values. Alternatively, it is
     21     possible to set `comparisons` to a number greater than the length of
     22     `pvals`. In that case, the methods assume `comparisons - pvals.length`
     23     unobserved p-values that are greater than all observed p-values (for Holm's
     24     method and the Bonferroni correction) or equal to `1` for the remaining
     25     methods.
     26 
     27     Parameters
     28     ----------
     29     pvals: Array<number>
     30         P-values to be adjusted.
     31 
     32     method: string
     33         Correction method.
     34 
     35     comparisons: integer (optional)
     36         Number of comparisons. Default value: `pvals.length`.
     37 
     38     Returns
     39     -------
     40     out: Array<number>
     41         Array containing the corrected p-values.
     42 
     43     Examples
     44     --------
     45     > var pvalues = [ 0.008, 0.03, 0.123, 0.6, 0.2 ];
     46     > var out = {{alias}}( pvalues, 'bh' )
     47     [ 0.04, 0.075, ~0.205, 0.6, 0.25 ]
     48 
     49     > out = {{alias}}( pvalues, 'bonferroni' )
     50     [ 0.04, 0.15, 0.615, 1.0, 1.0 ]
     51 
     52     > out = {{alias}}( pvalues, 'by' )
     53     [ ~0.457, ~0.856, 1.0, 1.0, 1.0 ]
     54 
     55     > out = {{alias}}( pvalues, 'holm' )
     56     [ 0.2, 0.6, 1.0, 1.0, 1.0 ]
     57 
     58     > out = {{alias}}( pvalues, 'hommel' )
     59     [ 0.16, 0.6, 1.0, 1.0, 1.0 ]
     60 
     61     See Also
     62     --------
     63