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.