Methods for Closed Testing with Simes Inequality, in Particular Hommel's Method
Concentration set calculation
Confidence bounds for the number of discoveries
Class "hommel" for storing the result of Hommel's multiple testing met...
Calculates adjusted p-values of Hommel's method efficiently.
Methods for closed testing with Simes inequality, in particular Hommel...
P-values and adjusted p-values of local tests
Provides methods for closed testing using Simes local tests. In particular, calculates adjusted p-values for Hommel's multiple testing method, and provides lower confidence bounds for true discovery proportions. A robust but more conservative variant of the closed testing procedure that does not require the assumption of Simes inequality is also implemented. The methods have been described in detail in Goeman et al (2016) <arXiv:1611.06739v2>.