Function hochberg

Uses the Hochberg procedure to control the familywise error rate assuming that hypothesis tests are independent. This is more powerful than Holm-Bonferroni correction, but requires the independence assumption.

float[] hochberg(T) (
  T pVals
)
if (doubleInput!T);

Returns

An array of adjusted P-values with indices corresponding to the order of the P-values in the input data.

References

Hochberg, Y. (1988). A sharper Bonferroni procedure for multiple tests of significance. Biometrika, 75, 800-803.