% This matlab function is part of GRASP submission titled 
% "Multiple Testing for Correlated Outcomes in Clinical Trials".


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% [MULTIPLE TESTING FOR CORRELATED OUTCOMES IN CLINICAL TRIALS]
% ? 2009 Wake Forest University Health Sciences. All Rights Reserved.


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function [outsiglevel cvalue] = multicompare(corrmatrix, siglevel, side);

siglevel = siglevel/side;
k = size(corrmatrix,1);
mu = zeros(1,k);
l = 0;
u = 5;
for p = 1:5;
  x = [l:10^(-p):u]';
  X = repmat(x,1,k);
  outp = 1-mvncdf(X,mu,corrmatrix);
  [c ind] = min(abs(outp-siglevel));
  l = x(ind-1);
  u = x(ind+1);
end;
outsiglevel = side*(1-normcdf(x(ind)));
cvalue = x(ind);
return;