/** * @license Apache-2.0 * * Copyright (c) 2020 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var min = require( '@stdlib/math/base/special/min' ); var cumin = require( './../../base/cumin' ); var Float64Array = require( '@stdlib/array/float64' ); var order = require( './order.js' ); // MAIN // /** * Adjusts the p-values via the Benjamini-Hochberg procedure. * * @private * @param {ProbabilityArray} pvalues - p-values to be adjusted * @param {PositiveInteger} comparisons - number of comparisons * @returns {ProbabilityArray} adjusted p-values */ function bh( pvalues, comparisons ) { var indices; var sorted; var len; var out; var i; len = pvalues.length; indices = order( pvalues, true ); sorted = new Float64Array( len ); for ( i = 0; i < len; i++ ) { sorted[ i ] = comparisons / ( len - i ) * pvalues[ indices[ i ] ]; } sorted = cumin( len, sorted, 1, sorted, 1 ); out = new Array( len ); for ( i = 0; i < len; i++ ) { out[ indices[ i ] ] = min( sorted[ i ], 1.0 ); } return out; } // EXPORTS // module.exports = bh;