onlineFDR

onlineFDR allows users to control the false discovery rate (FDR) or familywise error rate (FWER) for online hypothesis testing, where hypotheses arrive in a stream. In this framework, a null hypothesis is rejected based on the evidence against it and on the previous rejection decisions.

Installation

You can install onlineFDR from Bioconductor (release or devel) or from GitHub:

Bioconductor (release)

if (!requireNamespace("BiocManager", quietly = TRUE))
    install.packages("BiocManager")

BiocManager::install("onlineFDR")

Bioconductor (devel)

if (!requireNamespace("BiocManager", quietly = TRUE))
    install.packages("BiocManager")

BiocManager::install(version = "devel")
BiocManager::install("onlineFDR")

GitHub (development snapshot)

# install.packages("devtools") # If devtools not installed

devtools::install_github("dsrobertson/onlineFDR")

Documentation

Documentation is hosted at https://dsrobertson.github.io/onlineFDR/

To view the vignettes for the version of this package installed in your system, start R and enter:

browseVignettes("onlineFDR")

References

Aharoni, E. and Rosset, S. (2014). Generalized alpha-investing: definitions, optimality results and application to public databases. Journal of the Royal Statistical Society (Series B), 76(4):771–794.

Fischer, L., Bofill Roig, M. and Brannath, W. (2024). An exhaustive ADDIS principle for online FWER control. Biometrical Journal, 66(3):2300237.

Foster, D. and Stine, R. (2008). alpha-investing: a procedure for sequential control of expected false discoveries. Journal of the Royal Statistical Society (Series B), 70(2):429-444.

Javanmard, A., and Montanari, A. (2015). On Online Control of False Discovery Rate. arXiv preprint, https://arxiv.org/abs/1502.06197.

Javanmard, A., and Montanari, A. (2018). Online Rules for Control of False Discovery Rate and False Discovery Exceedance. Annals of Statistics, 46(2):526-554.

Ramdas, A., Yang, F., Wainwright, M.J. and Jordan, M.I. (2017). Online control of the false discovery rate with decaying memory. Advances in Neural Information Processing Systems 30, 5650-5659.

Ramdas, A., Zrnic, T., Wainwright, M.J. and Jordan, M.I. (2018). SAFFRON: an adaptive algorithm for online control of the false discovery rate. Proceedings of the 35th International Conference on Machine Learning, 80:4286-4294.

Robertson, D.S. and Wason, J.M.S. (2018). Online control of the false discovery rate in biomedical research. arXiv preprint, https://arxiv.org/abs/1809.07292.

Robertson, D.S., Wason, J.M.S. and Ramdas, A. (2023). Online multiple hypothesis testing. Statistical Science, 38(4):557-575, https://doi.org/10.1214/23-STS901.

Robertson, D.S., Wildenhain, J., Javanmard, A. and Karp, N.A. (2019). onlineFDR: an R package to control the false discovery rate for growing data repositories. Bioinformatics, 35(20):4196-4199, https://doi.org/10.1093/bioinformatics/btz191.

Tian, J. and Ramdas, A. (2019). ADDIS: an adaptive discarding algorithm for online FDR control with conservative nulls. Advances in Neural Information Processing Systems 32, 9388-9396.

Tian, J. and Ramdas, A. (2021). Online control of the familywise error rate. Statistical Methods in Medical Research, 30(4):976-993.

Zrnic, T., Jiang, D., Ramdas, A. and Jordan, M.I. (2020). The Power of Batching in Multiple Hypothesis Testing. International Conference on Artificial Intelligence and Statistics, PMLR, 108:3806-3815.

Zrnic, T., Ramdas, A. and Jordan, M.I. (2021). Asynchronous Online Testing of Multiple Hypotheses. Journal of Machine Learning Research, 22(33):1-39.