FWER and FDR Controlling Procedures for Multiple Correlation Tests
Applies multiple testing procedures built to control (asymptotically) ...
Applies multiple testing procedures controlling (asymptotically) the F...
Applies an oracle version of MaxTinfty procedure described in Drton & ...
Benjamini & Hochberg (1995)'s procedure for correlation testing with b...
Benjamini & Hochberg (1995)'s procedure for correlation testing.
Bonferroni multiple testing procedure for correlations.
Bonferroni multiple testing method for correlations with stepdown proc...
Bootstrap multiple testing method of Romano & Wolf (2005) for correlat...
Boootstrap multiple testing method of Romano & Wolf (2005) for correla...
Returns the theoretical covariance of empirical correlations.
Returns the theoretical covariance of empirical correlations.
Returns the theoretical covariance of test statistics for correlation ...
Evaluates the test statistics for tests on correlation matrix entries.
Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation...
Procedure LCT-N proposed by Cai & Liu (2016) for correlation testing.
Multiple testing method of Drton & Perlman (2007) for correlations.
Multiple testing method of Drton & Perlman (2007) for correlations, wi...
Sidak multiple testing procedure for correlations.
Sidak multiple testing method for correlations with stepdown procedure...
Simulates Gaussian data with a given correlation matrix and applies a ...
Simulates Gaussian data with a given correlation matrix and applies a ...
Simulates Gaussian data with a given correlation matrix and applies or...
FWER and FDR controlling procedures for multiple correlation tests
Uncorrected testing procedure for correlations.
Returns an upper-triangle matrix, without the diagonal, containing the...
Returns a vector containing the upper triangle of a matrix, without th...
Returns the indexes of an upper triangular matrix with logical entries...
Different multiple testing procedures for correlation tests are implemented. These procedures were shown to theoretically control asymptotically the Family Wise Error Rate (Roux (2018) <https://tel.archives-ouvertes.fr/tel-01971574v1>) or the False Discovery Rate (Cai & Liu (2016) <doi:10.1080/01621459.2014.999157>). The package gather four test statistics used in correlation testing, four FWER procedures with either single step or stepdown versions, and four FDR procedures.