FDR (False Discovery Rate)

Computes the False Discovery Rate (according to Benjamini and Hochberg 1995).

The False Discovery Rate is a statistical method of controlling for alpha error across multiple hypotheses, controlling the expected proportion of falsely rejected hypotheses rather than the familywise error rate. See:
Benjamini, Y., & Yosef, H. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the Royal Statistical Society, 57(1), 289–300. http://www.jstor.org/stable/2346101