Higher Criticism

Higher criticism scores

Examples

julia> pvals = PValues([0.001, 0.01, 0.03, 0.5]);

julia> estimate(pvals, HigherCriticismScores())
4-element Array{Float64,1}:
 1.1500817362257345
 1.96
 3.3255375505322444
 2.3094010767584976

References

Donoho, D., and Jin, J. (2008). Higher criticism thresholding: Optimal feature selection when useful features are rare and weak. PNAS 105, 14790–14795.

Klaus, B., and Strimmer, K. (2013). Signal identification for rare and weak features: higher criticism or false discovery rates? Biostatistics 14, 129–143.

Higher criticism threshold

Examples

julia> pvals = PValues([0.001, 0.01, 0.03, 0.5]);

julia> estimate(pvals, HigherCriticismThreshold())
0.03

References

Donoho, D., and Jin, J. (2008). Higher criticism thresholding: Optimal feature selection when useful features are rare and weak. PNAS 105, 14790–14795.

Klaus, B., and Strimmer, K. (2013). Signal identification for rare and weak features: higher criticism or false discovery rates? Biostatistics 14, 129–143.