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Selective Confidence Intervals

Compute confidence intervals for selected parameters as described in [1] and [2].

Reference

[1] Weinstein, Asaf, William Fithian, and Yoav Benjamini. “Selection Adjusted Confidence Intervals With More Power to Determine the Sign.” Journal of the American Statistical Association 108, no. 501 (2013):

[2] Benjamini, Y., and D. Yekutieli. 2005. “False Discovery Rate-Adjusted Multiple Confidence Intervals for Selected Parameters.” Journal of the American Statistical Association 100 (469): 71–81.

Installation

library(devtools)
install_github("selectiveCI", "johnros", subdir='selectiveCI')
library(selectiveCI)

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selectiveci's Issues

Clarification on BY2005.R script

Hi, I have been looking for functions to perform multiple corrections for confidence intervals and found your SelectiveCI scripts. I have bootstrap estimates of mean gene measurements, have constructed 95% confidence intervals, and have compared intervals from an experimental treatment to a control treatment, considering those genes with non-overlapping intervals to be statistically significant.

If I understand the BY2005.R script correctly, I would input x=mean estimate, sigsq=sd of the population squared?, n.rejections= number of of genes with overlapping intervals?, n.tests=number of genes tested?, alpha=0.05

Is the above an appropriate use of this function for generating FCR adjusted multiple confidence intervals?

Thanks,
Jeremy

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