FWER and FDR Controlling Procedures for Multiple Correlation Tests

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Documentation for package ‘TestCor’ version 0.0.2.2

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TestCor-package FWER and FDR controlling procedures for multiple correlation tests
ApplyFdrCor Applies multiple testing procedures built to control (asymptotically) the FDR for correlation testing.
ApplyFwerCor Applies multiple testing procedures controlling (asymptotically) the FWER for tests on a correlation matrix.
ApplyFwerCor_oracle Applies an oracle version of MaxTinfty procedure described in Drton & Perlman (2007) for correlation testing.
BHBootCor Benjamini & Hochberg (1995)'s procedure for correlation testing with bootstrap evaluation of p-values.
BHCor Benjamini & Hochberg (1995)'s procedure for correlation testing.
BonferroniCor Bonferroni multiple testing procedure for correlations.
BonferroniCor_SD Bonferroni multiple testing method for correlations with stepdown procedure.
BootRWCor Bootstrap multiple testing method of Romano & Wolf (2005) for correlations.
BootRWCor_SD Boootstrap multiple testing method of Romano & Wolf (2005) for correlations, with stepdown procedure.
covD2nd Returns the theoretical covariance of empirical correlations.
covDcor Returns the theoretical covariance of empirical correlations.
covDcorNorm Returns the theoretical covariance of test statistics for correlation testing.
eval_stat Evaluates the test statistics for tests on correlation matrix entries.
LCTboot Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing.
LCTnorm Procedure LCT-N proposed by Cai & Liu (2016) for correlation testing.
maxTinftyCor Multiple testing method of Drton & Perlman (2007) for correlations.
maxTinftyCor_SD Multiple testing method of Drton & Perlman (2007) for correlations, with stepdown procedure.
SidakCor Sidak multiple testing procedure for correlations.
SidakCor_SD Sidak multiple testing method for correlations with stepdown procedure.
SimuFdr Simulates Gaussian data with a given correlation matrix and applies a FDR controlling procedure on the correlations.
SimuFwer Simulates Gaussian data with a given correlation matrix and applies a FWER controlling procedure on the correlations.
SimuFwer_oracle Simulates Gaussian data with a given correlation matrix and applies oracle MaxTinfty on the correlations.
TestCor FWER and FDR controlling procedures for multiple correlation tests
UncorrectedCor Uncorrected testing procedure for correlations.
unvectorize Returns an upper-triangle matrix, without the diagonal, containing the elements of a given vector.
vectorize Returns a vector containing the upper triangle of a matrix, without the diagonal.
whichCor Returns the indexes of an upper triangular matrix with logical entries.