DiscreteFWER

Implementations of several multiple testing procedures that control the family-wise error rate (FWER) designed specifically for discrete tests. Included are discrete adaptations of the Bonferroni, Holm, Hochberg and Šidák procedures as described in the papers Döhler (2010) "Validation of credit default probabilities using multiple-testing procedures" doi:10.21314/JRMV.2010.062 and Zhu & Guo (2019) "Family-Wise Error Rate Controlling Procedures for Discrete Data" doi:10.1080/19466315.2019.1654912. The main procedures of this package take as input the results of a test procedure from package 'DiscreteTests' or a set of observed p-values and their discrete support under their nulls. A shortcut function to apply discrete procedures directly to data is also provided.

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