Holm step-down multiple-testing procedure (Holm 1979)

Source: Holm, S. (1979), A simple sequentially rejective multiple test procedure, Scandinavian Journal of Statistics 6, 65-70. The 1979 paper is paywalled here; the procedure is quoted in its standard published form, the form given in Hastie, Tibshirani and Friedman, The Elements of Statistical Learning (2nd ed., 2009), section 18.7: order p_(1) <= ... <= p_(m), let L be the smallest j with p_(j) > alpha/(m-j+1), and reject H_(1), ..., H_(L-1). The step-down adjusted p-values are ptilde_(j) = max_{k<=j} min(1, (m-k+1) p_(k)).

Usage

Holmadj(pvalues, alpha = 0.05)

Arguments

pvalues

Numeric vector of raw p-values.

alpha

Family-wise error rate. Default 0.05.

Value

list: reject, p_adjusted, n_reject, alpha, m, method.

Examples

Holmadj(c(0.01, 0.04, 0.03, 0.005), 0.05)$n_reject
#> [1] 2