Test Multiple Comparisons Using Hommel's Method
Given a set of p-values and a test level, returns vector of test results for each hypothesis.
hommel.test(p, alpha=0.05)
p |
numeric vector of p-values |
alpha |
numeric value, 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 used here is faster.
logical vector indicating whether each hypothesis is accepted
Gordon Smyth
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))
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