FR: Dunn-Šidák #179
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FR: Dunn-Šidák #179
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bvenn
requested changes
Jan 28, 2022
| @@ -63,6 +63,16 @@ module MultipleTesting = | |||
| |> Seq.ofList | |||
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| // adapted from: https://en.wikipedia.org/wiki/%C5%A0id%C3%A1k_correction & https://personal.utdallas.edu/~herve/Abdi-Bonferroni2007-pretty.pdf | |||
| // Old: /// Computes the Dunn-Šidák correction onto a collection of p-values with a given alpha. Returns a list of booleans which state if the p-value should be rejected or not, and the new critical value for this alpha. | |||
| @@ -63,6 +63,16 @@ module MultipleTesting = | |||
| |> Seq.ofList | |||
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| // adapted from: https://en.wikipedia.org/wiki/%C5%A0id%C3%A1k_correction & https://personal.utdallas.edu/~herve/Abdi-Bonferroni2007-pretty.pdf | |||
| // Old: /// Computes the Dunn-Šidák correction onto a collection of p-values with a given alpha. Returns a list of booleans which state if the p-value should be rejected or not, and the new critical value for this alpha. | |||
| /// Computes the Dunn-Šidák correction onto a collection of p-values with a given alpha. Returns a critical value. p-values above the critical value should be rejected. | |||
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Try to not use special characters in fs or fsx files. Describe what this method correct for? (FWER?)
| let dunnSidak alpha (pValues : seq<float>) = | ||
| let m = float (Seq.length pValues) | ||
| let criticalValue = 1. - (1. - alpha) ** (1. / m) | ||
| // List.map (fun p -> if p > criticalValue then true, p else false, p) (List.ofSeq pValues), |
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- remove this line
- What is the default procedure if pvalues in the input sequence are nan? Are they excluded from determining m? Should there be a special case? I don't know, but i can think of reasons why to exclude nan tests and maybe it is commonly performed.
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I did not find any case like this for this test. So I suggest to just exclude them. Same goes for values > 1 and < 0.
tests/FSharp.Stats.Tests/Testing.fs
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| @@ -348,6 +348,23 @@ let benjaminiHochbergTests = | |||
| ] | |||
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| [<Tests>] | |||
| let dunnSidakTest = | |||
| // taken from: https://www.real-statistics.com/hypothesis-testing/familywise-error/bonferroni-and-dunn-sidak-tests/ | |||
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The link is broken. Please provide references to papers, R, SPSS packages or similar sources
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Please reference the issue(s) this PR is related to
Closes #178
Please list the changes introduced in this PR
Description
Dunn-Šidák correction can now be found under
MultipleTestingmodule. Unit tests are implemented as well.