def multiple_inverse(p_final, n):
"""Returns p_initial for desired p_final with n multiple comparisons.
WARNING: multiple_inverse is not very reliable when p_final is very close
to 1 (say, within 1e-4) since we then take the ratio of two very similar
numbers.
"""
return one_minus_exp(log_one_minus(p_final)/n)
def multiple_comparisons(p, n):
"""Corrects P-value for n multiple comparisons.
Calculates directly if p is large and n is small; resorts to logs
otherwise to avoid rounding (1-p) to 1
"""
if p > 1e-6: #if p is large and n small, calculate directly
return 1 - (1-p)**n
else:
return one_minus_exp(-n * p)
def test_one_minus_exp_small(self):
"""one_minus_exp_x should return -x if x is small"""
self.assertFloatEqual(one_minus_exp(1e-30), -1e-30)
def test_one_minus_exp_large(self):
"""one_minus_exp_x should return 1 - math.exp(x) if x is large"""
self.assertFloatEqual(one_minus_exp(0.2), 1-(math.exp(0.2)))
def test_one_minus_exp_small(self):
"""one_minus_exp_x should return -x if x is small"""
self.assertFloatEqual(one_minus_exp(1e-30), -1e-30)
def test_one_minus_exp_large(self):
"""one_minus_exp_x should return 1 - math.exp(x) if x is large"""
self.assertFloatEqual(one_minus_exp(0.2), 1 - (math.exp(0.2)))