Applies an oracle version of MaxTinfty procedure described in Drton & Perlman (2007) for correlation testing.
Benjamini & Hochberg (1995)'s procedure for correlation testing with bootstrap evaluation of p-values.
Sidak multiple testing method for correlations
with stepdown procedure.
Simulates Gaussian data with a given correlation matrix and applies oracle MaxTinfty on the correlations.
Procedure LCT-N proposed by Cai & Liu (2016) for correlation testing.
Simulates Gaussian data with a given correlation matrix and applies a FWER controlling procedure on the correlations.
Sidak multiple testing procedure for correlations.
Simulates Gaussian data with a given correlation matrix and applies a FDR controlling procedure on the correlations.
Returns the indexes of an upper triangular matrix with logical entries.
Returns the theoretical covariance of empirical correlations.
Returns the theoretical covariance of empirical correlations.
Returns the theoretical covariance of test statistics for correlation testing.
Evaluates the test statistics for tests on correlation matrix entries.
Multiple testing method of Drton & Perlman (2007) for correlations, with stepdown procedure.
Multiple testing method of Drton & Perlman (2007) for correlations.
Applies multiple testing procedures controlling (asymptotically) the FWER
for tests on a correlation matrix.
Uncorrected testing procedure for correlations.
Returns a vector containing the upper triangle of a matrix, without the diagonal.
Returns an upper-triangle matrix, without the diagonal, containing the elements of a given vector.
FWER and FDR controlling procedures for multiple correlation tests
Bonferroni multiple testing method for correlations
with stepdown procedure.
Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing.
Applies multiple testing procedures built to control (asymptotically) the FDR for correlation testing.
Boootstrap multiple testing method of Romano & Wolf (2005) for correlations, with stepdown procedure.
Benjamini & Hochberg (1995)'s procedure for correlation testing.
Bonferroni multiple testing procedure for correlations.
Bootstrap multiple testing method of Romano & Wolf (2005) for correlations.