Alpha adjustment function: SAFFRON — alpha

These function accept a vector of p-values and vector indicating batch of p-values It produces a vector of alpha values.

Usage

alpha_saffron(pval, batch, nodesize, thealpha = 0.05, thew0 = 0.05 - 0.001)

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

A vector of alpha values