Last updated: 2018-05-15

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    File Version Author Date Message
    html e05bc83 LSun 2018-05-12 Update to 1.0
    rmd cc0ab83 Lei Sun 2018-05-11 update
    html 0f36d99 LSun 2017-12-21 Build site.
    html 853a484 LSun 2017-11-07 Build site.
    rmd 0564c2e LSun 2017-06-17 group meeting
    html 0564c2e LSun 2017-06-17 group meeting

Because Efron said so!

Efron 2004 JASA, Efron 2007 JASA, Efron 2008 StatSci, Efron 2009 AoAS, Efron 2010 JASA (with discussion), Efron 2010 Book.

Intuition

Suppose all \(z\) scores are perfectly correlated.

Simulation

\(z = Lx\)

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\(z_i = \sqrt{\rho}x + \sqrt{1-\rho}e_i\)

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0f36d99 LSun 2017-12-21
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Real data

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Efron’s method: locfdr

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0f36d99 LSun 2017-12-21
0564c2e LSun 2017-06-17

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0f36d99 LSun 2017-12-21
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Session information

sessionInfo()
R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.4

Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

loaded via a namespace (and not attached):
 [1] workflowr_1.0.1   Rcpp_0.12.16      digest_0.6.15    
 [4] rprojroot_1.3-2   R.methodsS3_1.7.1 backports_1.1.2  
 [7] git2r_0.21.0      magrittr_1.5      evaluate_0.10.1  
[10] stringi_1.1.6     whisker_0.3-2     R.oo_1.21.0      
[13] R.utils_2.6.0     rmarkdown_1.9     splines_3.4.3    
[16] locfdr_1.1-8      tools_3.4.3       stringr_1.3.0    
[19] yaml_2.1.18       compiler_3.4.3    htmltools_0.3.6  
[22] knitr_1.20

This reproducible R Markdown analysis was created with workflowr 1.0.1