Computes the false discovery rate statistic given a list of p-values, according to Benjamini and Hochberg (1995) (independent) or Benjamini and Yekutieli (2001) (dependent). The Dependency parameter controls whether hypotheses are assumed to be independent, or whether the more conservative assumption that they are correlated must be made.


Return Value

Type: float[]

An array of adjusted P-values with indices corresponding to the order of the P-values in the input data.

References: Benjamini, Y., and Hochberg, Y. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the Royal Statistical Society Series B, 57, 289-200

Benjamini, Y., and Yekutieli, D. (2001). The control of the false discovery rate in multiple testing under dependency. Annals of Statistics 29, 1165-1188.