Tests a user-specified subset in a CTP, using a user-supplied local test
FullCTP_C(LocalTest, f, pvals, EarlyStop, alpha)
A function that returns a double in (0, 1).
A function that iterates LocalTest over the relevant test tree. In practice, this is called as TestSet_C.
A vector of p-values.
Logical indicating whether to exit as soon as a non-significant p-value is found.
Significance level. This is only used if EarlyStop = TRUE