Description 
BonferroniHolm (1979) correction for multiple comparisons. This is a sequentially rejective version of the simple Bonferroni correction for multiple comparisons and strongly controls the familywise error rate at level alpha.
It works as follows:
1) All pvalues are sorted in order of smallest to largest. m is the number pvalues.
2) If the 1st pvalue is greater than or equal to alpha/m, the procedure is stopped and no pvalues are significant. Otherwise, go on.
3) The 1st pvalue is declared significant and now the second pvalue is compared to alpha/(m1). If the 2nd pvalue is greater than or equal to alpha/(m1), the procedure is stopped and no further pvalues are significant. Otherwise, go on.
4) Et cetera.
As stated by Holm (1979) "Except in trivial noninteresting cases the sequentially rejective Bonferroni test has strictly larger probability of rejecting false hypotheses and thus it ought to replace the classical Bonferroni test at all instants where the latter usually is applied."
Reference:
Holm, S. (1979) A simple sequentially rejective multiple test procedure. Scandinavian Journal of Statistics. 6, 6570.
