Problem Statement

Given a list of p-values, adjust the p-values for multiple comparisons. This is done in order to control the false positive, or Type 1 error rate. This is also known as the "false discovery rate" (FDR). After adjustment, the p-values will be higher but still inside [0,1]. The adjusted p-values are sometimes called "q-values".

Given one list of p-values, return the p-values correcting for multiple comparisons

There are several methods to do this, see:

Each method has its own advantages and disadvantages.

Let's start with the solution: