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.


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install.packages("pfa")

1.1 by Tracy Ke, 3 years ago


Browse source code at https://github.com/cran/pfa


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