DiscreteFWER: FWER-Based Multiple Testing Procedures with Adaptation for Discrete Tests

Implementations of several multiple testing procedures that control the family-wise error rate (FWER) designed specifically for discrete tests. Included are discrete adaptations of the Bonferroni, Holm, Hochberg and Šidák procedures as described in the papers Döhler (2010) "Validation of credit default probabilities using multiple-testing procedures" <doi:10.21314/JRMV.2010.062> and Zhu & Guo (2019) "Family-Wise Error Rate Controlling Procedures for Discrete Data" <doi:10.1080/19466315.2019.1654912>. The main procedures of this package take as input the results of a test procedure from package 'DiscreteTests' or a set of observed p-values and their discrete support under their nulls. A shortcut function to apply discrete procedures directly to data is also provided.

Package details

AuthorSebastian Döhler [aut, ctb] (<https://orcid.org/0000-0002-0321-6355>), Florian Junge [aut, ctb, cre] (<https://orcid.org/0009-0001-6856-6938>)
MaintainerFlorian Junge <diso.fbmn@h-da.de>
LicenseGPL (>= 2)
Version1.0.0
URL https://github.com/DISOhda/DiscreteFWER
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DiscreteFWER")

Try the DiscreteFWER package in your browser

Any scripts or data that you put into this service are public.

DiscreteFWER documentation built on April 3, 2025, 9:27 p.m.