Multiple testing
Holm step-down
Implemented
multiple-testing.holmDefinition
Sequentially rejective procedure that controls the family-wise error rate and is uniformly more powerful than Bonferroni.
Formula
p̃₍ᵢ₎ = maxⱼ≤ᵢ min(1, (m − j + 1) p₍ⱼ₎)
Inputs and outputs
- p_values
- alpha
Returns: adjusted p-values, reject flags
Assumptions
No assumptions beyond valid, aligned inputs of the documented types.
Limitations
No metric-specific limitations are documented yet. Interpret the value alongside the task, data, and other metrics.
Python API
import evalsuite as es
es.adjust_pvalues(p_values, method="holm")References
- Holm, S. (1979). A simple sequentially rejective multiple test procedure. Scandinavian Journal of Statistics, 6(2), 65–70.