sdafilter: Symmetrized Data Aggregation
We develop a new class of distribution free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the dependence structure via sample splitting, data screening and information pooling. The proposed SDA filter first constructs a sequence of ranking statistics that fulfill global symmetry properties, and then chooses a data driven threshold along the ranking to control the FDR. For more information, see the website below and the accompanying paper: Du et al. (2023), "False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation", <doi:10.1080/01621459.2021.1945459>. Some optional functionality uses the archived R packages ‘huge’ and ‘pfa’, which are not available from CRAN’s main repositories. Users who need this optional functionality can obtain them from the CRAN Archive as follows: ‘huge’ at <https://cran.r-project.org/src/contrib/Archive/huge/>; ‘pfa’ at <https://cran.r-project.org/src/contrib/Archive/pfa/>.
| Version: |
1.0.1 |
| Imports: |
glmnet, glasso, POET, stats, selectiveInference |
| Suggests: |
testthat (≥ 2.1.0), huge, pfa, MASS |
| Published: |
2026-02-13 |
| DOI: |
10.32614/CRAN.package.sdafilter |
| Author: |
Lilun Du [aut, cre],
Xu Guo [aut],
Wenguang Sun [aut],
Changliang Zou [aut] |
| Maintainer: |
Lilun Du <lilundu at cityu.edu.hk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
sdafilter results |
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