significance
Statistical significance adjusted for multiple hypotheses
Syntax
sig = significance(pval,alpha,correction)
Arguments
See also Common variable names and data structures.
input
pval multi-trial time series data alpha significance level correction multiple hypotheses correction (see Description)
output
sig significance (0 or 1)
Description
Returns significance (0 or 1) of statistics based on p-values in pval, which may be a scalar, vector or matrix. NaNs are ignored. The correction parameter specifies a multiple hypotheses test adjustment, and may be one of: 'None', 'Bonferroni', 'Sidak', 'Holm', 'FDR' (false discovery rate, independent or positively correlated hypotheses [1]) or 'FDRD' (false discovery rate, arbitrary dependencies [2]).
Note: correction = 'None' is not recommended for multiple hypotheses, so is not the default! 'FDR' is generally a good choice.
References
[1] Y. Benjamini and Y. Hochberg, "Controlling the false discovery rate: a practical and powerful approach to multiple testing", J. Royal Stat. Soc. B, 57(1), 1995.
[2] Y. Benjamini and D. Yekutieli, "The control of the false discovery rate in multiple testing under dependency", Ann. Stat, 29(4), 2001.