corrMCT (version 0.2.0)

WHC: Weighted Hochberg method

Description

WHC performs the weighted Hochberg method proposed by Tamhane and Liu (2008).

Usage

WHC(p, w, alpha = 0.05)

Value

A table contains p-values, weights, adjusted critical values, significance

Arguments

p

A numeric vector. A length \(m\) P-value vector from multiple tests.

w

A numeric vector. Any non-negative real numbers to denote the importance of the endpoints. Length must be equal to \(m\). A single value, e.g. w = 1, represents equal weight. WHC can scale the weight vector as if the sum of weight is not 1.

alpha

A real number. \(1-\alpha\) is the confidence level, alpha must between (0, 1).

References

Tamhane, A. C., & Liu, L. (2008). On weighted Hochberg procedures. Biometrika, 95(2), 279-294.

Examples

m <- 5
WHC(
  p = runif(m),
  w = runif(m)
)