Closed rmehta004 closed 4 years ago
Def not asymptotically valid?
Thanks! If block permutation does not work as well, then we can take it as is, and say that to our knowledge there are no classical tests of cross correlation.
Block permutation!
acorr.py
in themgcpy\independence_tests
module, or in separate files. Can also be the same test with a flag for the two tests.IndependentAR1
simulation), and that it is consistent for linear processes (useCorrelatedAR1
simulation).mgcpy\independence_test\unit_tests
. PR totime-series
branch of https://github.com/neurodata/mgcpy.