wilks

wilks(percentiles, alpha=0.1)[source]

Return the precentile threshold from an array of percentiles that satisfies the given false discovery rate. See [Wil06] for details.

Parameters

  • percentiles (array-like) – The percentiles.

  • alpha (float, optional) – The false discovery rate.

References

Wil06

D. S. Wilks. On “Field Significance” and the False Discovery Rate. Journal of Applied Meteorology and Climatology, 45(9):1181–1189, September 2006. doi:10.1175/JAM2404.1.