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% FDR - compute false detection rate mask
%
% Usage:
% >> [p_fdr, p_masked] = fdr( pvals, alpha);
%
% Inputs:
% pvals - vector or array of p-values
% alpha - threshold value (non-corrected). If no alpha is given
% each p-value is used as its own alpha and FDR corrected
% array is returned.
% fdrtype - ['parametric'|'nonParametric'] FDR type. Default is
% 'parametric'.
%
% Outputs:
% p_fdr - pvalue used for threshold (based on independence
% or positive dependence of measurements)
% p_masked - p-value thresholded. Same size as pvals. Can only be 0 or 1.
%
% Author: Arnaud Delorme, SCCN, 2008-
% Based on a function by Tom Nichols
%
% Reference: Bejamini & Yekutieli (2001) The Annals of Statistics
% Copyright (C) 2002 Arnaud Delorme, Salk Institute, arno@salk.edu
%
% This file is part of EEGLAB, see http://www.eeglab.org
% for the documentation and details.
%
% Redistribution and use in source and binary forms, with or without
% modification, are permitted provided that the following conditions are met:
%
% 1. Redistributions of source code must retain the above copyright notice,
% this list of conditions and the following disclaimer.
%
% 2. Redistributions in binary form must reproduce the above copyright notice,
% this list of conditions and the following disclaimer in the documentation
% and/or other materials provided with the distribution.
%
% THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
% AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
% IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
% ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
% LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
% CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
% SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
% INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
% CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
% ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF
% THE POSSIBILITY OF SUCH DAMAGE.
function [pID, p_masked] = fdr(pvals, q, fdrType);
if nargin < 3, fdrType = 'parametric'; end
if isempty(pvals), pID = []; return; end
p = sort(pvals(:));
V = length(p);
I = (1:V)';
cVID = 1;
cVN = sum(1./(1:V));
if nargin < 2
pID = ones(size(pvals));
thresholds = exp(linspace(log(0.1),log(0.000001), 1000));
for index = 1:length(thresholds)
[tmp p_masked] = fdr(pvals, thresholds(index));
pID(p_masked) = thresholds(index);
end
else
if strcmpi(fdrType, 'parametric')
pID = p(max(find(p<=I/V*q/cVID))); % standard FDR
else
pID = p(max(find(p<=I/V*q/cVN))); % non-parametric FDR
end
end
if isempty(pID), pID = 0; end
if nargout > 1
p_masked = pvals<=pID;
end