Module Tests.Multiple

module Multiple: sig .. end
Adjustments for multiple comparisons.

type adjustment_method = 
| HolmBonferroni
| BenjaminiHochberg
val adjust : float array -> adjustment_method -> float array
Adjusts obtained P-values for multiple comparisons using a given adjustment method.

References

  1. Yoav Benjamini and Yosef Hochberg. "Controlling the false discovery rate: a practical and powerful approach to multiple testing.", Journal of the Royal Statistical Society, Series B (Methodological), pp289-300, 1995.