public double CalcPiZeroLambda()
{
// As in Storey and Tibshirani 2003 calculate Pi-zero across a range of
// p value cut-offs.
var lambdas = PiZeroLambdas.ToArray();
var piZeros = PiZeros(lambdas);
double minPi0 = piZeros.Min();
// Because the spline fitting described in Storey and Tibshirani 2003
// is non-trivial to implement in C#, the method in use in Percolator
// is used instead.
// Find the lambda level closest to the minimum with enough precision
// by testing sets of p values drawn at random from the current set.
double[] arrayMse = new double[lambdas.Length];
int numDraw = Math.Min(Length, RANDOM_DRAWS_MAX);
var rand = new Random(0); // Use a fixed random seed value for reproducible results
for (int r = 0; r < RANDOM_CYCLE_COUNT; r++)
{
// Create an array of p-values randomly drawn from the current set
var statBoot = new Statistics(RandomDraw(rand).Take(numDraw));
piZeros = statBoot.PiZeros(lambdas);
for (int i = 0; i < lambdas.Length; ++i)
{
double pi0Boot = piZeros[i];
// Estimated mean-squared error.
arrayMse[i] += (pi0Boot - minPi0) * (pi0Boot - minPi0);
}
}
// Use the original estimate for the lambda that produced
// the minimum mean-squared error for the random draw iterations
int iMin = arrayMse.IndexOf(v => v == arrayMse.Min());
return lambdas[iMin];
}
