Estimation of (Local) False Discovery Rates and Higher Criticism

fdrtool page on CRAN.

This package allows to estimate both tail area-based false discovery rates (Fdr) as well as local false discovery rates (fdr) for a variety of null models (p-values, z-scores, correlation coefficients, t-scores). The proportion of null values and the parameters of the null distribution are adaptively estimated from the data. In addition, the package contains functions for non-parametric density estimation (Grenander estimator), for monotone regression (isotonic regression and antitonic regression with weights), for computing the greatest convex minorant (GCM) and the least concave majorant (LCM), for the half-normal and correlation distributions, and for computing empirical higher criticism (HC) scores and the corresponding decision threshold.

Current Version: 1.2.17

Author: Bernd Klaus and Korbinian Strimmer.

Documentation and Installation:

Quick install: enter at the R console: install.packages("fdrtool")

• Manual (pdf file) and and release history.
• Download of fdrtool version 1.2.17 source package.
• Archive of previous versions of fdrtool.
• Licensed under the GNU GPL version 3 (or any later version).

Additional Information and Relevant Papers:

A list of R programs for false discovery rate estimation.

• Example graphical output of ``fdrtool'':
  
• Methodological description: Strimmer, K. 2008. A unified approach to false discovery rate estimation. BMC Bioinformatics 9: 303.
• Software description: Strimmer, K. 2008. fdrtool: a versatile R package for estimating local and tail area-based false discovery rates. Bioinformatics 24: 1461-1462.
• Higher Criticism: Klaus, B., and K. Strimmer. 2013. Signal identification for rare and weak features: higher criticism or false discovery rates? Biostatistics 14: 129-143. (arXiv:1112.2615)

Back to software page.