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.