IHWpaper 1.26.0
Below we just generate the necessary plot to explain how BH works.
library("ggplot2")
library("dplyr")
##
## Attaching package: 'dplyr'
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
library("wesanderson")
library("grid")
library("gridExtra")
##
## Attaching package: 'gridExtra'
## The following object is masked from 'package:dplyr':
##
## combine
library("IHW")
##
## Attaching package: 'IHW'
## The following object is masked from 'package:ggplot2':
##
## alpha
Plot as in B.Sc. thesis with very low \(\pi_0\). (Using this so it can be clearly demonstrated that the BH threshold is an intermediate threshold between the Bonferroni threshold and the uncorrected one, also such \(\pi_0\) allows to show all p-values in the second plot and still observe the interesting behaviour.)
simpleSimulation <- function(m,m1,betaA,betaB){
pvalue <- runif(m)
H <- rep(0,m)
alternatives <- sample(1:m,m1)
pvalue[alternatives] <- rbeta(m1,betaA,betaB)
H[alternatives] <-1
simDf <- data.frame(pvalue = pvalue, group=runif(m), filterstat = runif(m), H=H)
return(simDf)
}
set.seed(1)
sim <- simpleSimulation(1000, 700, 0.3, 8)
sim$rank <- rank(sim$pvalue)
histogram_plot <- ggplot(sim, aes(x=pvalue)) +
geom_histogram(binwidth=0.1, fill = wes_palette("Chevalier1")[4]) +
xlab("p-value") +
theme_bw()
bh_threshold <- get_bh_threshold(sim$pvalue, .1)
bh_plot <- ggplot(sim, aes(x=rank, y=pvalue)) +
geom_step(col=wes_palette("Chevalier1")[4]) +
ylim(c(0,0.2)) +
geom_abline(intercept=0, slope= 0.1/1000, col = wes_palette("Chevalier1")[2]) +
geom_hline(yintercept=bh_threshold, linetype=2) +
annotate("text",x=250, y=0.065, label="BH testing") +
geom_hline(yintercept = 0.1, linetype=2) +
annotate("text",x=250, y=0.11, label="uncorrected testing") +
geom_hline(yintercept = 0.1/1000, linetype=2) +
annotate("text",x=850, y=0.1/1000+0.01, label="Bonferroni testing") +
ylab("p-value") + xlab("rank of p-value") +
theme_bw() + scale_colour_manual(values=wes_palette("Chevalier1")[c(3,4)])
grid.arrange(histogram_plot, bh_plot, nrow=1)
pdf(file="bh_explanation.pdf", width=11, height=5)
grid.arrange(histogram_plot, bh_plot, nrow=1)
dev.off()
For ddhw presentation, remake above plot with higher \(\pi_0\).
set.seed(1)
sim <- simpleSimulation(10000, 2000, 0.3, 8)
sim$rank <- rank(sim$pvalue)
histogram_plot <- ggplot(sim, aes(x=pvalue)) +
geom_histogram(binwidth=0.1, fill = wes_palette("Chevalier1")[4]) +
xlab("p-value") +
theme_bw(14)
bh_threshold <- get_bh_threshold(sim$pvalue, .1)
bh_plot <- ggplot(sim, aes(x=rank, y=pvalue)) +
geom_step(col=wes_palette("Chevalier1")[4], size=1.2) +
scale_x_continuous(limits=c(0,2000),expand = c(0, 0))+
scale_y_continuous(limit=c(0,0.06), expand=c(0,0)) +
geom_abline(intercept=0, slope= 0.1/10000, col = wes_palette("Chevalier1")[2], size=1.2) +
annotate("text",x=500, y=1.3*bh_threshold, label="BH rejection threshold") +
geom_hline(yintercept=bh_threshold, linetype=2, size=1.2) +
ylab("p-value") + xlab("rank of p-value") +
theme_bw() + scale_colour_manual(values=wes_palette("Chevalier1")[c(3,4)])
grid.arrange(histogram_plot, bh_plot, nrow=1)
## Warning: Removed 4 row(s) containing missing values (geom_path).
pdf(file="bh_explanation_high_pi0.pdf", width=11, height=5)
grid.arrange(histogram_plot, bh_plot, nrow=1)
dev.off()