MultipleTesting.AdjustHolm Method

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

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

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

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

Parameters

pValues  Vector<Double>

A vector of raw p-values.

Return Value

This method applies the Holm correction (also known as Holm-Bonferroni method) to control the family-wise error rate.

The procedure works by ordering p-values from smallest to largest, then applying a sequential rejection procedure where the significance threshold becomes less strict for larger p-values.

The Holm correction is valid for independent or positively correlated tests and is uniformly more powerful than the Bonferroni correction while still controlling the family-wise error rate.

For large numbers of tests (hundreds or thousands), this method may be excessively conservative, potentially leading to false negatives. In such cases, consider controlling the false discovery rate using the Benjamini-Hochberg procedure instead.

Reference