def test_local_fdr():
# Create a mixed population of Z-scores: 1000 standard normal and
# 20 uniformly distributed between 3 and 4.
grid = np.linspace(0.001, 0.999, 1000)
z0 = norm.ppf(grid)
z1 = np.linspace(3, 4, 20)
zs = np.concatenate((z0, z1))
# Exact local FDR for U(3, 4) component.
f1 = np.exp(-z1**2 / 2) / np.sqrt(2 * np.pi)
r = len(z1) / float(len(z0) + len(z1))
f1 /= (1 - r) * f1 + r
for alpha in None, 0, 1e-8:
if alpha is None:
fdr = local_fdr(zs)
else:
fdr = local_fdr(zs, alpha=alpha)
fdr1 = fdr[len(z0):]
assert_allclose(f1, fdr1, rtol=0.05, atol=0.1)
def test_local_fdr():
# Create a mixed population of Z-scores: 1000 standard normal and
# 20 uniformly distributed between 3 and 4.
grid = np.linspace(0.001, 0.999, 1000)
z0 = norm.ppf(grid)
z1 = np.linspace(3, 4, 20)
zs = np.concatenate((z0, z1))
# Exact local FDR for U(3, 4) component.
f1 = np.exp(-z1**2 / 2) / np.sqrt(2*np.pi)
r = len(z1) / float(len(z0) + len(z1))
f1 /= (1 - r) * f1 + r
fdr = local_fdr(zs)
fdr1 = fdr[len(z0):]
assert_allclose(f1, fdr1, rtol=0.05, atol=0.1)