hidimstat.aggregate_quantiles

hidimstat.aggregate_quantiles(list_one_sided_pval, gamma_min=0.2)

Aggregation of survival function values by adaptive quantile procedure

Parameters:

list_one_sided_pvalndarray, shape (n_iter, n_features)

List of one-sided p-values.

gamma_minfloat, optional (default=0.2)

Lowest gamma-quantile being considered to compute the adaptive quantile aggregation formula (cf. [1]).

Returns:

one_sided_pvalndarray, shape (n_features,)

Aggregated one-sided p-values.

References

[1]

Meinshausen, N., Meier, L., & Bühlmann, P. (2009). P-values for high-dimensional regression. Journal of the American Statistical Association, 104(488), 1671-1681.