Multiple Testing Toolbox

This toolbox includes eight different approaches to deal with the Multiple Comparisons Problem.
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更新 2021/4/26


The "Multiple Testing Toolbox" includes a compilation of eight different algorithms to deal with the Multiple Comparisons Problem, focusing on both the correction of the Family-Wise Error Rate (FWER), and the False Discovery Rate (FDR) as well.

All the included methods provide the adjusted p-values, the adjusted significance level, the number of rejected null hypotheses and extra relevant information. An example of use of each one is provided in the header.

The algorithms are enumerated below:
- fwer_bonf: Bonferroni correction of the FWER.
- fwer_sidak: Šidák correction of the FWER.
- fwer_holmbonf: Holm-Bonferroni correction of the FWER (also known as sequential Bonferroni).
- fdr_BH: Benjamini-Hochberg correction of the FDR.
- fdr_BY: Benjamini-Yekutieli correction of the FDR.
- fdr_storey: Storey correction of the positive FDR, which returns the computed q-values.
- mt_fisher: Combined Probability of Fisher correction.

Check the header of each algorithm for further information.

Please, cite this project in your publications if you are going to use these scripts for your research work.


Víctor Martínez-Cagigal (2024). Multiple Testing Toolbox (, MATLAB Central File Exchange. 取得済み .

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Sequential Bonferroni method updated to stop iterating when a value does not reject the null hypothesis.