A common use case for independence is to use SurrogateTest and LocalPermutationTest to test for independence between two or more variables using some information theoretic (conditional) independence measure.
Currently, for both SurrogateTest and LocalPermutationTest, in the summary printout, it is checked whether the estimated measure m_est computed on the original data exceeds some percentile of the estimated measure computed over an ensemble of shuffled input data. Here's one example of such a print-out.
It would be nice to specify some threshold value that, if m_est < threshold, the interpretation printed to the user is always that we can't reject the null hypothesis. For example, with transfer entropy, we know that the value should be non-negative, so any values that are non-negative should immediately lead to rejection of the null.
It is up to the analyst to decide whether to do this, so threshold should be a keyword to the tests themselves. It can for example be a Real or a Nothing (in which case no threshold is applied).
A common use case for
independenceis to useSurrogateTestandLocalPermutationTestto test for independence between two or more variables using some information theoretic (conditional) independence measure.Currently, for both
SurrogateTestandLocalPermutationTest, in the summary printout, it is checked whether the estimated measurem_estcomputed on the original data exceeds some percentile of the estimated measure computed over an ensemble of shuffled input data. Here's one example of such a print-out.It would be nice to specify some
thresholdvalue that, ifm_est < threshold, the interpretation printed to the user is always that we can't reject the null hypothesis. For example, with transfer entropy, we know that the value should be non-negative, so any values that are non-negative should immediately lead to rejection of the null.It is up to the analyst to decide whether to do this, so
thresholdshould be a keyword to the tests themselves. It can for example be aRealor aNothing(in which case no threshold is applied).