corrMCT - Correlated Weighted Hochberg
Perform additional multiple testing procedure methods to
p.adjust(), such as weighted Hochberg (Tamhane, A. C., & Liu,
L., 2008) <doi:10.1093/biomet/asn018>, ICC adjusted Bonferroni
method (Shi, Q., Pavey, E. S., & Carter, R. E., 2012)
<doi:10.1002/pst.1514> and a new correlation corrected weighted
Hochberg for correlated endpoints.