# TestCor v0.0.0.9

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## FWER and FDR Controlling Procedures for Multiple Correlation Tests

Different multiple testing procedures for correlation tests are implemented. These procedures were shown to theoretically control asymptotically the Family Wise Error Rate (Roux (2018) <https://tel.archives-ouvertes.fr/tel-01971574v1>) or the False Discovery Rate (Cai & Liu (2016) <doi:10.1080/01621459.2014.999157>). The package gather four test statistics used in correlation testing, four FWER procedures with either single step or stepdown versions, and four FDR procedures.

## Functions in TestCor

 Name Description LCTboot Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing. ApplyFwerCor Applies multiple testing procedures controlling (asymptotically) the FWER for tests on a correlation matrix. vectorize Returns a vector containing the upper triangle of a matrix, without the diagonal. covDcor Returns the theoretical covariance of empirical correlations. TestCor-package FWER and FDR controlling procedures for multiple correlation tests SimuFdr Simulates Gaussian data with a given correlation matrix and applies a FDR controlling procedure on the correlations. maxTinftyCor Multiple testing method of Drton & Perlman (2007) for correlations. maxTinftyCor_SD Multiple testing method of Drton & Perlman (2007) for correlations, with stepdown procedure. BHCor Benjamini & Hochberg (1995)'s procedure for correlation testing. LCTnorm Procedure LCT-N proposed by Cai & Liu (2016) for correlation testing. BonferroniCor Bonferroni multiple testing procedure for correlations. SidakCor Sidak multiple testing procedure for correlations. covDcorNorm Returns the theoretical covariance of test statistics for correlation testing. eval_stat Evaluates the test statistics for tests on correlation matrix entries. ApplyFwerCor_oracle Applies an oracle version of MaxTinfty procedure described in Drton & Perlman (2007) for correlation testing. BHBootCor Benjamini & Hochberg (1995)'s procedure for correlation testing with bootstrap evaluation of p-values. ApplyFdrCor Applies multiple testing procedures built to control (asymptotically) the FDR for correlation testing. BonferroniCor_SD Bonferroni multiple testing method for correlations with stepdown procedure. BootRWCor Bootstrap multiple testing method of Romano & Wolf (2005) for correlations. SidakCor_SD Sidak multiple testing method for correlations with stepdown procedure. SimuFwer Simulates Gaussian data with a given correlation matrix and applies a FWER controlling procedure on the correlations. SimuFwer_oracle Simulates Gaussian data with a given correlation matrix and applies oracle MaxTinfty on the correlations. BootRWCor_SD Boootstrap multiple testing method of Romano & Wolf (2005) for correlations, with stepdown procedure. No Results!