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[BUG] Qvalue calculation is too conservative #171
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The issue is more complex than I thought. While for monotonic pvalues the strategy works, but if many identical pvalues exist, the sorting corrupts the q value smoothing. If many identical keys exist (pvalues), it is not clear which index to choose. Reproduce
Edit: When |
The standard q value implementation is fixed. I decided to omit the |
The robust q value version has an additional term, that corrects small p values, especially when the number of tests is low. Its described in |
Describe the bug
In
FSharp.Stats.Testing.Multiple.Qvalues
local FDRs are calculated and afterwards smoothed so that the q value of pi is the minimal FDR of all p values greater than pi.While the local FDR calculation is correct, the smoothing does not take the minimal FDR of pvals greater than pi, but the maximal FDR of pvals lower than pi, which makes the computation more conservative as it must be.
Solution
Modify the bindby function accordingly.
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