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Multiple test correction can be performed on the p-values of each comparison, with FDR step-up being the default (1). If you check the Storey q-value (2), an extra column with q-values will be added to the report.
In the step up method, there are n p-values (n is the number of features). The p-values are sorted by ascending order and m represents the rank of a p-value. The calculation compares p-value*(n/m) with the specified alpha level, and the cut-off p-value is the one that generates the last product that is less than the alpha level. The goal of step up method is to find:
Define the step-up value as:
Then an equivalent definition for K* is :
So when
the step up value is
In order to find K* , start with Sn* and then go up the list until you find the first step up value that is less or equal to alpha.
In the q-value method, q-value is the minimum "positive false discovery rate" (pFDR) that can occur when rejecting a statistic.
For an observed statistic T=t and nested set of rejection area {C},
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This section configures how to select the best model for a feature. There are two options for Model selection criterion: AICc (Akaike Information Criterion corrected) and AIC (Akaike Information Criterion). AICc is recommended for small sample size, while AIC is recommended for medium and large sample size What about large samples?(3). Note that when sample size grows from small to medium, AICc converges to AIC. Taking the AICc/AIC value into account, GSA considers the model with the lowest information criterion as the best choice.
In the results, the best model's Akaike weight is also generated. The model's weight is interpreted as the probability that the model would be picked as the best if the study were reproduced. The range of Akaike weight is between 0 to 1, where 1 means the best model is very superior to the other candidates from the model pool; if the best model's Akaike weight is close to 0.5 on the other hand, it means the best model is likely to be replaced by other candidates if the study were reproduced. One still uses the best shot model, however, the accuracy of the best shot is fairly low.
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