The harmonic mean pvalue (HMP) test simply and instantly combines pvalues and corrects for multiple testing while controlling the familywise error rate in a way that is more powerful than common alternatives including Bonferroni and Simes procedures, more stringent than controlling the false discovery rate, and is robust 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 almost certain to be significant and conversely when the superset is nonsignificant, the constituent tests are almost 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.
Package details 


Author  Daniel J. Wilson 
Date of publication  20170719 16:45:06 UTC 
Maintainer  Daniel Wilson <[email protected]> 
License  Unlimited 
Version  1.0 
Package repository  View on CRAN 
Installation 
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