Family wise alpha calculation
fwerAlpha(rho, k, n = 10)Correlation coefficient
Bounds of non-critical region
Number of observations
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 $$1 - P(I_t)P(I_t \ | \ I_{t-1})^{N-1}$$