Controls the k-familywise error rate (k-FWER) given a vector of knockoff W-statistics.
selections_control_kFWER.Rd
This method was introduced by Janson and Su (2016),, while we used the implementation https://github.com/zhimeir/derandomized_knockoffs_paper/blob/master/R/vanilla_fwer_filter.R
Arguments
- W
a vector of knockoff W-statistics (feature statistics)
- level
The nominal level at which to control the k-FWER.
- k
a positive integer corresponding to k-FWER (multiple testing when one seeks to control at least k false discoveries)
Details
L. Janson, & W. Su, (2016). Familywise error rate control via knockoffs. Electronic Journal of Statistics, 10(1), 960-975.
Examples
W <- rnorm(100)
selections_control_kFWER(W, level=0.1, k=5)
#> [1] 2 10 59 30 8 77 58 86 74 54 72 39 49