neurodata / mgcpy-old

MGCPY WILL NO LONGER BE UPDATED. THE NEW REPO CAN BE FOUND HERE:
https://github.com/neurodata/hyppo
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Correct p-value estimation for unbiased Dcorr, and other edits to abstract `p_value` #177

Open rmehta004 opened 5 years ago

rmehta004 commented 5 years ago

For unbiased DCorr, a t-distribution approximation is used to estimate the p-value. MGC, unbiased DCorr, and biased DCorr should have a simple permutation test to estimate each of their p-values.

The proposal here is to not only remove the t approximation, but to have the abstract p-value only be a simple permutation test, and let it be inherited by MGC, unbiased DCorr, and biased DCorr. For other tests, their methods can override the inherited p-value.