LSun/cashr

`cashr`: Solve the correlated Empirical Bayes Normal Means problem, with applications to large-scale multiple testing

cashr

cashr: Solve the Empirical Bayes Normal Means problem with correlated noise, with applications to large-scale multiple testing problems and the False Discovery Rate (FDR) control

Installation

1. Install R.
2. Install the Rmosek package according to online instructions such as

• https://docs.mosek.com/8.1/rmosek/install-interface.html
• https://gist.github.com/mikelove/67ea44d5be5a053e599257fe357483dc
• https://rdrr.io/cran/ashr/f/inst/rmosek-mac.md

3. Once Rmosek is intalled, install cashr by running the following commands in the R interactive environment:

install.packages("devtools")
devtools::install_github("LSun/cashr")