110 lines
2.4 KiB
JavaScript
110 lines
2.4 KiB
JavaScript
/**
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* @license Apache-2.0
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*
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* Copyright (c) 2020 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var min = require( '@stdlib/math/base/special/min' );
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var max = require( '@stdlib/math/base/special/max' );
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var Float64Array = require( '@stdlib/array/float64' );
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var PINF = require( '@stdlib/constants/float64/pinf' );
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var order = require( './order.js' );
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// VARIABLES //
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var slice = Array.prototype.slice;
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// MAIN //
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/**
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* Adjusts the p-values via Hommel's method.
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*
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* @private
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* @param {ProbabilityArray} pvalues - p-values to be adjusted
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* @param {PositiveInteger} comparisons - number of comparisons
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* @returns {ProbabilityArray} adjusted p-values
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*/
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function hommel( pvalues, comparisons ) {
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var indices;
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var diff;
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var adj;
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var idx;
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var len;
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var out;
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var mq;
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var m;
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var i;
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var j;
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var k;
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var q;
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var v;
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len = pvalues.length;
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diff = comparisons - len;
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if ( diff > 0 ) {
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pvalues = slice.call( pvalues );
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while ( diff > 0 ) {
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pvalues.push( 1.0 );
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diff -= 1;
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}
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}
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indices = order( pvalues );
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m = PINF;
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for ( i = 0; i < comparisons; i++ ) {
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v = comparisons * pvalues[ i ] / ( i+1 );
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if ( v < m ) {
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m = v;
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}
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}
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q = new Float64Array( comparisons );
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adj = new Float64Array( comparisons );
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for ( i = comparisons - 1; i > 1; i-- ) {
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mq = PINF;
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for ( k = comparisons - i + 1; k <= comparisons; k++ ) {
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v = i * pvalues[ indices[ k ] ] / ( 2 + k - comparisons + i - 1 );
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if ( v < mq ) {
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mq = v;
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}
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}
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for ( j = 0; j < comparisons - i + 1; j++ ) {
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q[ j ] = min( i * pvalues[ indices[ j ] ], mq );
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}
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for ( k = comparisons - i + 1; k <= comparisons; k++ ) {
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q[ k ] = q[ comparisons - i ];
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}
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for ( j = 0; j < adj.length; j++ ) {
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adj[ j ] = max( q[ j ], adj[ j ] );
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}
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}
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out = new Array( len );
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for ( i = 0; i < len; i++ ) {
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idx = indices[ i ];
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v = max( adj[ i ], pvalues[ idx ] );
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out[ idx ] = v;
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}
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return out;
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}
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// EXPORTS //
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module.exports = hommel;
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