hommel (version 1.5)

hommel-package: Methods for closed testing with Simes inequality, in particular Hommel's method

Description

Provides methods for closed testing using Simes local tests. In particular, calculates adjusted p-values for Hommel's multiple testing method, and provides lower confidence bounds for true discovery proportions. A robust but more conservative variant of the closed testing procedure that does not require the assumption of Simes inequality is also implemented.

Arguments

Details

The starting point of the package is the hommel function. See examples there.

References

Hommel, G. (1988). A stagewise rejective multiple test procedure based on a modified Bonferroni test. Biometrika, 75(2), 383-386.

Meijer, R., Krebs, T., Solari, A., & Goeman, J. (2016). Simultaneous Control of All False Discovery Proportions by an Extension of Hommel's Method. arXiv preprint arXiv:1611.06739.