library(multtest)
## library("multtest", lib.loc = "C:/Rpackages/multtest_2.12.0")

?mt.rawp2adjp

pvals <- c(0.011, 0.02, 0.005, 0.13, 0.04) 

## No correction: Reject 4 Nullhyps. at 5% level

## FWER: Bonferroni 
## (control at 5% level; i.e., prob. of having one or more false pos. is at most 5%)
resB <- mt.rawp2adjp(pvals, proc = "Bonferroni")
resB
rejectB <- resB$index[resB$adjp[,2] < 0.05]
rejectB ## reject only one Nullhyp.

## FWER: Holm-Bonferroni
## (control at 5% level; i.e., prob. of having one or more false pos. is at most 5%)
resH <- mt.rawp2adjp(pvals, proc = "Holm")
resH
rejectH <- resH$index[resH$adjp[,2] < 0.05]
rejectH ## reject two Nullhyps.: Holm is more powerful than Bonferroni

## FDR: Benjamini-Hochberg 
## (control at 10% level; i.e., about 10% of the found are actually not there)
resBH <- mt.rawp2adjp(pvals, proc = "BH")
resBH
rejectBH <- resBH$index[resBH$adjp[,2] < 0.1]
rejectBH ## reject three Nullhyps.: Holm is more powerful than Bonferroni