Package jdistlib.disttest.online

Class Saffron

java.lang.Object

jdistlib.disttest.online.Saffron

All Implemented Interfaces:

OnlineFdrController

public final class Saffron
extends Object
implements OnlineFdrController

Stateful constant-candidate-threshold SAFFRON online-FDR controller.

A p-value is a candidate when it is at most lambda. The supplied finite gamma sequence is padded with zeros. FDR control requires independent null p-values; under conditional super-uniformity the procedure controls modified FDR.

See Also:

• Ramdas et al. (2018)

Constructor Summary

Constructors

Constructor	Description
Saffron(double alpha, double initialWealth, double lambda, double[] gamma)

Method Summary

Modifier and Type	Method	Description
long	getCandidateCount()	Returns the number of candidate p-values seen so far.
double	getCandidateThreshold()
int	getRejectionCount()	Returns the number of rejections so far.
long	getTestCount()	Returns the number of p-values processed.
void	reset()	Restores the controller to its newly constructed state.
OnlineFdrDecision	test(double pValue)	Tests the next p-value and advances the controller exactly once.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Saffron

public Saffron(double alpha,
 double initialWealth,
 double lambda,
 double[] gamma)

Method Details

test

public OnlineFdrDecision test(double pValue)

Description copied from interface: OnlineFdrController

Tests the next p-value and advances the controller exactly once.

Specified by:

test in interface OnlineFdrController

getCandidateCount

public long getCandidateCount()

Returns the number of candidate p-values seen so far.

getCandidateThreshold

public double getCandidateThreshold()

getTestCount

public long getTestCount()

Description copied from interface: OnlineFdrController

Returns the number of p-values processed.

Specified by:

getTestCount in interface OnlineFdrController

getRejectionCount

public int getRejectionCount()

Description copied from interface: OnlineFdrController

Returns the number of rejections so far.

Specified by:

getRejectionCount in interface OnlineFdrController

reset

public void reset()

Description copied from interface: OnlineFdrController

Restores the controller to its newly constructed state.

Specified by:

reset in interface OnlineFdrController