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‘SGoFicance Trace’: Assessing Significance in High Dimensional Testing Problems

Figure 1

Power (left) and FDR (right) of SGoF depending of γ.

The dashed lines correspond to the BH method at nominal FDR of 0.05. The number of hypotheses is 1,000 and there is an effect of 10%. Averages were computed through 1,000 Monte Carlo trials.

Figure 1