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MultipleComparisons

Adjusting a family of p-values for the number of tests in it.

Twenty tests at the five-percent level produce one significant result by chance alone. These three rules answer that, and they answer different questions: Bonferroni controls the chance of any false positive, while the Benjamini rules control the expected proportion of false positives among the results called significant.

Each returns adjusted p-values in the input's own order, so an adjusted value can be compared against the level the caller already had in mind.

Members

Member	What it does
MultipleComparisons.Bonferroni	Multiplies each p-value by the family size, clamped at one.
MultipleComparisons.BenjaminiHochberg	The Benjamini-Hochberg step-up procedure.
MultipleComparisons.BenjaminiYekutieli	The Benjamini-Yekutieli procedure, valid under any dependence.