Multiple testing adjustment of confidence levels, as proposed by
Benjamini and Yekutieli.
Usage
ciAdjustLevel(eta0, conf_level)
Arguments
eta0
Estimated fraction of tests that are consistent with the
null hypothesis.
conf_level
Unadjusted confidence level
Value
The adjusted confidence level.
References
Benjamini, Yoav, and Daniel Yekutieli. False Discovery Rate–adjusted
Multiple Confidence Intervals for Selected Parameters. Journal of the
American Statistical Association 100, no. 469 (2005): 71–81.