\HeaderA{convest}{Estimate Proportion of True Null Hypotheses}{convest}
\keyword{htest}{convest}
\begin{Description}\relax
Returns an estimate of the proportion of true null hypotheses using a convex decreasing density estimate on a vector of
p-values.
\end{Description}
\begin{Usage}
\begin{verbatim}
convest(p, niter = 100, doplot = FALSE, doreport = FALSE)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{p}] numeric vector of p-values, calculated using any test of your
choice. Missing values are not allowed
\item[\code{niter}] number of iterations to be used in fitting the convex,
decreasing density for the p-values. Default is 100.
\item[\code{doplot}] logical, should updated plots of fitted convex decreasing
p-value density be produced at each iteration?
Default is \code{FALSE}.
\item[\code{doreport}] logical, should the estimated proportion be printed at each iteration?
Default is \code{FALSE}.
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
The proportion of true null hypotheses is often denoted pi0.
\end{Details}
\begin{Value}
Numeric value in the interval [0,1] representing he estimated proportion of true null hypotheses.
\end{Value}
\begin{Author}\relax
Egil Ferkingstad and Mette Langaas
\end{Author}
\begin{References}\relax
Ferkingstad, E., Langaas, M., and Lindqvist, B. (2005).
Estimating the proportion of true null hypotheses, with application
to DNA microarray data.
\emph{Journal of the Royal Statistical Society Series} B, 67, 555-572.
Preprint at \url{http://www.math.ntnu.no/~mettela/SFG/research.imf}
\end{References}
\begin{SeeAlso}\relax
See \LinkA{08.Tests}{08.Tests} for other functions for producing or interpretting p-values.
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
# First simulate data, use no.genes genes and no.ind individuals,
# with given value of pi0. Draw from normal distribution with mean=0
# (true null) and mean=mean.diff (false null).

no.genes <- 1000
no.ind <- 20
pi0 <- 0.9
mean.diff <- 1
n1 <- round(pi0*no.ind*no.genes)
n2 <- round((1-pi0)*no.ind*no.genes)
x <- matrix(c(rnorm(n1,mean=0),rnorm(n2,mean=mean.diff)),ncol=no.ind,byrow=TRUE)

# calculate p-values using your favorite method, e.g.
pvals <- ebayes(lm.series(x))$p.value

# run the convex decreasing density estimator to estimate pi0
convest(pvals,niter=100,doplot=interactive())
\end{ExampleCode}
\end{Examples}