\name{GetAlpha} \alias{GetAlpha} \title{Helper function for stability assessement.} \description{ Both \link{GetStabilityLm} and \link{GetStabilityOverlap} depend on a parameter \code{alpha} if \code{decay=exponential}. If the weights are based on ranks, then a nonlinear regression of the form \cr \code{pval = 1- exp(-alpha*rank)} \cr can be used to find an appropriate value for \code{alpha} via nonlinear least squares. In order to adjust for too 'optimistic' p-values, multiple testing adjustments should be used, s. \link{AdjustPvalues}. } \usage{ GetAlpha(ranking, pval, alpha0 = 0.01) } \arguments{ \item{ranking}{A numeric vector of ranks, regarded as regressor.} \item{pval}{A numeric vector of p-values corresponding to the vector \code{ranking}.} \item{alpha0}{A starting value for the nonlinear least squares estimation procedure passed to \link[=nls]{nls}} } \value{The nonlinear least squares estimator for \code{alpha}, s. description.} \author{Martin Slawski \email{martin.slawski@campus.lmu.de} \cr Anne-Laure Boulesteix \url{http://www.slcmsr.net/boulesteix}} \note{It is more or less equivalent to use a p-value based ranking instead of ranks combined with this procedure.} \seealso{\link{GetStabilityLm}, \link{GetStabilityOverlap}, \link{AdjustPvalues}, \link[=nls]{nls}} \examples{ ### rankings ranks <- 1:100 ### corresponding p-values pvals <- 1-exp(-0.01*ranks) + rnorm(100, sd=0.001) ### determine alpha alphaopt <- GetAlpha(ranks, pvals, alpha0 = 0.01) } \keyword{univar}