A lower bound for the number of correct rejections
Description
When testing multiple hypotheses simultaneously, this
package provides functionality to calculate a lower bound for
the number of correct rejections (as a function of the number
of rejected hypotheses), which holds simultaneously -with high
probability- for all possible number of rejections. As a
special case, a lower bound for the total number of false null
hypotheses can be inferred. Dependent test statistics can be
handled for multiple tests of associations. For independent
test statistics, it is sufficient to provide a list of
p-values.