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LinkedEarth / Pyleoclim_util

Python Package for the Analysis of Paleoclimate Data. Documentation at
https://pyleoclim-util.readthedocs.io
GNU General Public License v3.0
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add significant value output to phase-randomized correlation object #625

Open arfriedman opened 3 days ago

arfriedman commented 3 days ago

Is your feature request related to a problem? Please describe. To construct a confidence interval for phased-randomized correlations, it would be helpful for a Corr object to provide the simulated r significance value, i.e. the surrogate r value which exceeds the provided alpha significance level.

Describe the solution you'd like. The corr object would contain an additional item e.g. signif_r, the significant value of r calculated from the distribution of r surrogates. [I don't think that it would be necessary to output the full distribution of r surrogates].

Additional context. Please see discussion https://github.com/LinkedEarth/Pyleoclim_util/discussions/622.

CommonClimate commented 2 days ago

The usual terminology for this is "critical value", r_crit, and I'll try to implement that today. It's trivial but I just need to find the time and make a new unit test.