Correct p-values for multiple comparisons
Details
This function corrects a vector of probabilities for multiple testing using the Bonferroni (1935) and Sidak (1967) corrections. References: Bonferroni (1935), Sidak (1967), Wright (1992). Bonferroni, C. E. 1935. Il calcolo delle assicurazioni su gruppi di teste. Pp. 13-60 in: Studi in onore del Professore Salvatore Ortu Carboni. Roma. Sidak, Z. 1967. Rectangular confidence regions for the means of multivariate normal distributions. Journal of the American Statistical Association 62:626-633. Wright, S. P. 1992. Adjusted P-values for simultaneous inference. Biometrics 48: 1005-1013. Pierre Legendre, May 2007