holm: Holm's step-down p-values

In SIN: A SINful Approach to Selection of Gaussian Graphical Markov Models

Description

This function takes a matrix of simultaneous p-values from Sidak's inequality and adjusts the p-values according to Holm's step-down procedure.

Usage

holm(pvals)

Arguments

pvals

a matrix of simultaneous p-values from Sidak's inequality.

Value

A matrix of simultaneous p-values from Holm's step-down procedure with NA on the diagonal.

References

Holm, S. (1979) A Simple Sequentially Rejective Multiple Test Procedure. Scandinavian Journal of Statistics 6: 65-70.

Examples

data(mathmarks)
sinUG(mathmarks$corr,mathmarks$n)
holm(sinUG(mathmarks$corr,mathmarks$n))

Example output

           mechanics   vectors   algebra  analysis statistics
mechanics         NA 0.0155291 0.1567332 1.0000000  0.9945295
vectors    0.0155291        NA 0.0613124 0.9256877  0.9945295
algebra    0.1567332 0.0613124        NA 0.0002853  0.0065240
analysis   1.0000000 0.9256877 0.0002853        NA  0.1100292
statistics 0.9945295 0.9945295 0.0065240 0.1100292         NA
           mechanics   vectors   algebra  analysis statistics
mechanics         NA 0.0124427 0.0817044 1.0000000  0.7903919
vectors    0.0124427        NA 0.0433243 0.6464716  0.7903919
algebra    0.0817044 0.0433243        NA 0.0002853  0.0058735
analysis   1.0000000 0.6464716 0.0002853        NA  0.0675502
statistics 0.7903919 0.7903919 0.0058735 0.0675502         NA

SIN documentation built on May 2, 2019, 8:23 a.m.