test results and p-value correction for multiple tests
Parameters: | pvals : array_like
alpha : float
method : string
returnsorted : bool
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Returns: | reject : array, boolean
pvals_corrected : array
alphacSidak: float :
alphacBonf: float :
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Notes
Except for ‘fdr_twostage’, the p-value correction is independent of the alpha specified as argument. In these cases the corrected p-values can also be compared with a different alpha. In the case of ‘fdr_twostage’, the corrected p-values are specific to the given alpha, see fdrcorrection_twostage.
all corrected pvalues now tested against R. insufficient “cosmetic” tests yet new procedure ‘fdr_gbs’ not verified yet, p-values derived from scratch not reference
All procedures that are included, control FWER or FDR in the independent case, and most are robust in the positively correlated case.
fdr_gbs: high power, fdr control for independent case and only small violation in positively correlated case
there will be API changes.