MultipleTesting.AdjustHolmSidak Method

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

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

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

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

Parameters

pValues  Vector<Double>

A vector of raw p-values.

Return Value

This method applies the Holm-Sidak correction to control the family-wise error rate.

The correction is performed by first sorting p-values in ascending order, then applying a progressively less strict adjustment to each p-value based on its rank. It is valid under the assumption of independent hypothesis tests and is less conservative than the Bonferroni correction while maintaining strong control of family-wise error rate.

If the hypothesis tests are not independent, this adjustment may not properly control the family-wise error rate. Consider using the Benjamini-Yekutieli procedure for dependent tests.

Reference