Alpha adjustment function: Alpha Investing
alpha_investing.RdThese function accept a vector of p-values and vector indicating batch of p-values It produces a vector of alpha values.
Arguments
- pval
Is a numeric vector of p-values
- batch
A character or factor or even numeric vector indicating grouping among the p-values and the order of the p-values. The first element pval and first element of batch should be the first p-value produced in the tree and the subsequent p-values should be produced on the children of that root (or children of the children of the root, etc.)
- nodesize
Is vector indicating the information used to create each p-value. For example, it could be the number of observations, or a weighted version.
- thealpha
Is the overall error rate for a given test
- thew0
Is the starting "wealth" of the alpha investing procedure