Estimates False Discovery Proportion Under Arbitrary Covariance Dependence

Estimate the false discovery proportion (FDP) by Principal Factor Approximation method with general known and unknown covariance dependence.


Reference manual

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1.1 by Tracy Ke, 5 years ago

Browse source code at

Authors: Jianqing Fan , Tracy Ke , Sydney Li and Lucy Xia

Documentation:   PDF Manual  

GPL-2 license

Depends on lars, POET, quantreg

Suggests MASS

See at CRAN