iThis is the main function designed for general usage for determining significance based on the FDR approach, following the Ventura et al. reference below.

  qlevel = 0.05,
  method = "original",
  adjustment.method = NULL,
  adjustment.args = NULL,
  verbose = FALSE



a vector of pvals on which to conduct the multiple testing


the proportion of false positives desired


method for performing the testing. 'original' follows Benjamini & Hochberg (1995); 'general' is much more conservative, requiring no assumptions on the p-values (see Benjamini & Yekutieli (2001)). We recommend using 'original', and if desired, using 'adjustment.method="mean" ' to increase power


method for increasing the power of the procedure by estimating the proportion of alternative p-values, one of "mean", the modified Storey estimator that we suggest in Ventura et al. (2004), "storey", the method of Storey (2002), or "two-stage", the iterative approach of Benjamini et al. (2001)


arguments to adjustment.method; see propAlt() for description, but note that for "two-stage", qlevel and fdr.method are taken from the qlevel and method arguments to fdr()


Be verbose (TRUE or FALSE)


NULL if no significant tests, or a vector of the indices of the significant tests


Ventura, V., C.J. Paciorek, and J.S. Risbey. 2004. Controlling the proportion of falsely-rejected hypotheses when conducting multiple tests with climatological data. Journal of Climate, in press. Also Carnegie Mellon University, Department of Statistics technical report 775 (

Benjamini, Y, and Y. Hochberg. 1995. Controlling the false discovery rate: a practical and powerful approach to multiple testing. JRSSB 57:289-300.

Benjamini, Y. and D. Yekutieli. 2001. The control of the false discovery rate in multiple testing under dependency. Annals of Statistics 29:1165-1188.

Benjamini, Y., A. Krieger, and D. Yekutieli. 2001. Two staged linear step up FDR controlling procedure. Technical Report, Department of Statistics and Operations Research, Tel Aviv University. URL:

Storey, J. 2002. A direct approach to false discovery rates. JRSSB 64: 479--498.

See also

Other FDR: fdr.master(), fdrBasic(), propAlt(), storey()


Chris Paciorek


if (FALSE) {
signif <- fdr(pvals,method="original",adjustment.method="mean")