Test Multiple Comparisons
Given a set of p-values and a test level, returns test results for each of the hypotheses.
- vector of p-values
- desired significance level
This function implements the multiple testing procedure of Hommel (1988).
Hommel's method is also implemented as an adjusted P-value method in the function
p.adjust but the accept/reject approach in this function is faster.
- A logical vector indicating whether each hypothesis is accepted.
Hommel, G. (1988). A stagewise rejective multiple test procedure based on a modified Bonferroni test. Biometrika, 75, 383-386. Shaffer, J. P. (1995). Multiple hypothesis testing. Annual Review of Psychology 46, 561-576. (An excellent review of the area.)
p <- sort(runif(100))[1:10] cbind(p,p.adjust(p,"hommel"),hommel.test(p))