Ponds Cheng 06, robust fdr

The robust.fdr routine returns a list with the following components:

p: the vector of p-values provided by the user

fdr: the smoothed local FDR estimates

q: the q-value computed from the smoothed local FDR estimates

cdf: the p-value empirical distribution function

loc.fdr: the unsmoothed local FDR estimates

fp: the estimated number of false positives at the p-value threshold in p

fn: the estimated number of false negatives at the p-value threshold in p

te: the estimated total number of errors in the inference at the p-value threshold in p

pi: the estimated proportion of tests with a true null hypothesis

ord: a vector to order results by ascending p-value


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# Function: robust.fdr
# Purpose: Implement robust method of FDR estimation (Pounds and Cheng 2006, Bioinformatics)
# Arguments: p - vector of p-values from the analysis
#            sides - indicate whether p-values are 1-sided (set sides=1) or 2-sided (set sides=2), default=1
#            p2 - for one-sided testing, p-values from testing the "other alternative", default=1-p
#            discrete - indicates (T/F) whether p-values are discrete
#            use8 - indicates whether the constant 8 should be used