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mtp

Multiple hypothesis testing procedures.

Description

Control Type I errors (false positives) when conducting multiple hypothesis tests using a variety of error criteria and adjustment methods.

Features

  • multiple error criteria:

    • the generalized family-wise error rate (FWER),
    • the false rejection exceedance (FRX),
    • the false rejection rate (FRR),
    • the per-family error rate (PFER).
  • adjustment methods for each criterion:

    • single-step methods (e.g., Bonferroni)
    • step-down methods (e.g., Holm)
    • step-up methods (e.g., Hochberg)
  • variants:

    • adaptive
    • weighted
  • output options:

    • adjusted p-values,
    • adjusted critical values,
    • adjustment factors, or
    • rejection decisions.

Installation

To install mtp from R:

# install/load R package devtools
install.packages("devtools")
library(devtools)

# install/load R package mtp from github
install_github("gleday/mtp")
library(mtp)

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