A general step-down procedure.
SD(pValues, criticalValues)rejected logical vector indicating if hypotheses are rejected or retained.
MarselScheer
pValues to be used.
criticalValues for the step-down procedure
Suppose we have n pValues and they are already sorted. The procedure starts with comparing pValues[1] with criticalValues[1]. If pValues[1] <= criticalValues[1], then the hypothsis associated with pValues[1] is rejected and the algorithm carries on with second smallest pValue and criticalValue in the same way. The algorithm stops rejecting at the first index i for which pValues[i] > criticalValues[i]. Thus pValues[j] is rejected if and only if pValues[i] <= criticalValues[i] for all i <= j.