The harmonic mean pvalue (HMP) test combines pvalues and corrects for multiple testing while controlling the strongsense familywise error rate. It is more powerful than common alternatives including Bonferroni and Simes procedures when combining large proportions of all the pvalues, at the cost of slightly lower power when combining small proportions of all the pvalues. It is more stringent than controlling the false discovery rate, and possesses theoretical robustness to positive correlations between tests and unequal weights. It is a multilevel test in the sense that a superset of one or more significant tests is certain to be significant and conversely when the superset is nonsignificant, the constituent tests are certain to be nonsignificant. It is based on MAMML (model averaging by mean maximum likelihood), a frequentist analogue to Bayesian model averaging, and is theoretically grounded in generalized central limit theorem. For detailed examples type vignette("harmonicmeanp") after installation. Version 3.0 addresses errors in versions 1.0 and 2.0 that led function p.hmp to control the familywise error rate only in the weak sense, rather than the strong sense as intended.
Package details 


Author  Daniel J. Wilson 
Maintainer  Daniel Wilson <hmp.R.package@gmail.com> 
License  GPL3 
Version  3.0 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.