MultipleTesting.AdjustHommel Method

Adjusts p-values using the Hommel correction.

Definition

Namespace: Numerics.NET.Statistics.Tests
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.2
C#
public static Vector<double> AdjustHommel(
	Vector<double> pValues
)

Parameters

pValues  Vector<Double>
A vector of raw p-values.

Return Value

Vector<Double>
A vector of adjusted p-values.

Remarks

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

The Hommel procedure is a modification of the Simes procedure that provides strong control of the family-wise error rate under the assumption of independent or positively correlated test statistics.

The Hommel procedure is more powerful than the Hochberg procedure, especially for large numbers of tests, as it considers all possible subset combinations of p-values.

This method is computationally intensive for large numbers of tests (complexity O(n²) where n is the number of tests). For datasets with thousands of tests, consider using a more computationally efficient method such as Holm or Hochberg if performance is a concern.

Exceptions

ArgumentNullException

pValues is null.

See Also