View source: R/modifiedAlphaFunctions.R
fwerAlpha | R Documentation |
Family wise alpha calculation
fwerAlpha(rho, k, n = 10)
rho |
Correlation coefficient |
k |
Bounds of non-critical region |
n |
Number of observations |
Returns effective alpha, given number of tests and the correlation coefficient. This isn't explicitly checked, but there is no reason this function should take any non-scalar values. Derivation of this can be found on pg 12 of Jake's 'Detecting time-specific differences'. This function performs the expression
1 - P(I_t)P(I_t \ | \ I_{t-1})^{N-1}
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