fwerAlpha {bdots}

fwerAlpha

Description

Family wise alpha calculation

Usage

fwerAlpha(rho, k, n = 10)

Arguments

rho

Correlation coefficient

k

Bounds of non-critical region

n

Number of observations

Details

Returns effective alpha, given number of tests and the correlation coefficient. This isn't explicitly checked, but there is no reason this function should take any non-scalar values. Derivation of this can be found on pg 12 of Jake's 'Detecting time-specific differences'. This function performs the expression

1 - P(I_t)P(I_t \ | \ I_{t-1})^{N-1}