\(\sqrt{n}*mean(Y)/sd(Y)\) with \(Y=(X_i-mean(X_i))(X_j-mean(X_j))\)
vect
if TRUE returns a vector of TRUE/FALSE values, corresponding to vectorize(cor(data))
if FALSE, returns an array containing rows and columns of significative correlations
Value
Returns
a vector containing indexes \(\lbrace(i,j),\,i<j\rbrace\) for which correlation between variables \(i\) and \(j\) is significative, if vect=FALSE.
References
Benjamini, Y., & Hochberg, Y. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the royal statistical society. Series B (Methodological), 289-300.
# NOT RUN {
n <- 100
p <- 10
corr_theo <- diag(1,p)
data <- MASS::mvrnorm(n,rep(0,p),corr_theo)
alpha <- 0.05
res <- BHCor(data,alpha,stat_test='empirical')
# }