cred.set {dks} | R Documentation |
This function accepts a distribution calculated with pprob.dist and calculates a credible set of the specified level for the hyperparameters. If the credible set includes the value (1,1) the sample is likely to be uniform.
cred.set(dist,delta=NULL,level=0.95)
dist |
The posterior distribution for the hyperparameters computed with pprob.dist. |
delta |
The grid size, must match the grid size from pprob.dist. |
level |
The level of the credible set. |
The cred.set function calculates a credible set of the specified level based on the distribution calculated with pprob.dist. The grid size, delta, should match the grid size from the call to pprob.dist. The result is a matrix of the same size as dist which indicates whether each point is in the credible set.
cred |
The credible set for the hyper-parameters of the beta distribution. |
level |
The user specified level of the set. |
elevel |
The empirical level of the set, the smaller delta is, the closer elevel will be to level. |
Jeffrey T. Leek jleek@jhsph.edu
J.T. Leek and J.D. Storey, "The Joint Null Distribution of Multiple Hypothesis Tests."
dks
, dks.pvalue
, pprob.dist
,cred.set
## Load data data(dksdata) ## Calculate the posterior distribution dist1 <- pprob.dist(P[,1]) delta = 0.1 ## Calculate a 95% credible set cred1 <- cred.set(dist1,delta=0.1) ## Plot the posterior and the credible set alpha <- seq(0.1,10,by=delta) beta <- seq(0.1,10,by=delta) par(mfrow=c(1,2)) image(log10(alpha),log10(beta),dist1,xaxt="n",yaxt="n",xlab="Alpha",ylab="Beta") axis(1,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2")) axis(2,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2")) points(0,0,col="blue",cex=1,pch=19) image(log10(alpha),log10(beta),cred1$cred,xaxt="n",yaxt="n",xlab="Alpha",ylab="Beta") axis(1,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2")) axis(2,at=c(-2,-1,0,1,2),labels=c("10^-2","10^-1","10^0","10^1","10^2")) points(0,0,col="blue",cex=1,pch=19)