Function holmBonferroni

Uses the Holm-Bonferroni method to adjust a set of P-values in a way that controls the familywise error rate (The probability of making at least one Type I error). This is basically a less conservative version of Bonferroni correction that is still valid for arbitrary assumptions and controls the familywise error rate. Therefore, there aren't too many good reasons to use regular Bonferroni correction instead.

float[] holmBonferroni(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

Holm, S. (1979). A simple sequentially rejective multiple test procedure. Scandinavian Journal of Statistics, 6, 65-70.