A multiple testing procedure for testing several groups of hypotheses is implemented. Linear dependency among the hypotheses within the same group is modeled by using hidden Markov Models. It is noted that a smaller p value does not necessarily imply more significance due to the dependency. A typical application is to analyze genome wide association studies datasets, where SNPs from the same chromosome are treated as a group and exhibit strong linear genomic dependency. See Wei Z, Sun W, Wang K, Hakonarson H (2009) <doi:10.1093/bioinformatics/btp476> for more details.
