FDR-controlling-procedures

A bref introduction

A python scipt about false discovery rate controlling procedure

import fdrp.py

Procedures

Benjamini & Hochberg procedure

bhp(p_values)

Benjamini & Yekutieli procedure To deal with too many true positives

byp(p_values)

Bonferroni correction (familywise error rate controlling procedure)

bon(p_values)

reference

Benjamini, Y., and Yekutieli, D. (2001). The control of the false discovery rate in multiple testing under dependency. Annals of Statistics 29, 1165–1188.