TestCor

Different multiple testing procedures for correlation tests are implemented. These procedures were shown to theoretically control asymptotically the Family Wise Error Rate (Roux (2018) ) or the False Discovery Rate (Cai & Liu (2016) doi:10.1080/01621459.2014.999157). The package gather four test statistics used in correlation testing, four FWER procedures with either single step or stepdown versions, and four FDR procedures.