MultipleTesting.AdjustBenjaminiHochberg Method

public static Vector<double> AdjustBenjaminiHochberg(
	Vector<double> pValues
)

Public Shared Function AdjustBenjaminiHochberg ( 
	pValues As Vector(Of Double)
) As Vector(Of Double)

public:
static Vector<double>^ AdjustBenjaminiHochberg(
	Vector<double>^ pValues
)

static member AdjustBenjaminiHochberg : 
        pValues : Vector<float> -> Vector<float> 

Parameters

pValues  Vector<Double>

A vector of raw p-values.

Return Value

This method applies the Benjamini-Hochberg procedure to control the false discovery rate (FDR), which is the expected proportion of false positives among the rejected hypotheses.

The procedure works by ordering p-values from largest to smallest, then computing adjusted p-values based on this ranking.

The Benjamini-Hochberg procedure is less conservative than family-wise error rate controlling procedures, making it appropriate for exploratory analyses and high-dimensional testing scenarios where a small proportion of false discoveries can be tolerated.

Reference