Correlated Weighted Hochberg
Perform additional multiple testing procedure methods to p.adjust(),
such as weighted Hochberg (Tamhane, A. C., & Liu, L., 2008) ,
ICC adjusted Bonferroni method (Shi, Q., Pavey, E. S., & Carter, R. E., 2012)
and a new correlation corrected weighted Hochberg for correlated
endpoints.