FWER and FDR Controlling Procedures for Multiple Correlation Tests

Different multiple testing procedures for correlation tests are implemented. These procedures were shown to theoretically control asymptotically the Family Wise Error Rate (Roux (2018) < https://tel.archives-ouvertes.fr/tel-01971574v1>) or the False Discovery Rate (Cai & Liu (2016) ). The package gather four test statistics used in correlation testing, four FWER procedures with either single step or stepdown versions, and four FDR procedures.