signif_isopersist (pyleoclim.utils.causality.signif_isopersist)

pyleoclim.utils.causality.signif_isopersist(y1, y2, method, nsim=1000, qs=[0.005, 0.025, 0.05, 0.95, 0.975, 0.995], **kwargs)

significance test with AR(1) with same persistence

Parameters

• y1 (array) – vectors of (real) numbers with identical length, no NaNs allowed

• y2 (array) – vectors of (real) numbers with identical length, no NaNs allowed

• method ({'liang'}) – estimates for the Liang method

• npt (int>=1) – time advance in performing Euler forward differencing, e.g., 1, 2. Unless the series are generated with a highly chaotic deterministic system, npt=1 should be used.

• nsim (int) – the number of AR(1) surrogates for significance test

• qs (list) – the quantiles for significance test

Returns

res_dict –

A dictionary with the following information:

T21_noise_qslist

the quantiles of the information flow from noise2 to noise1 for significance testing

tau21_noise_qslist

the quantiles of the standardized information flow from noise2 to noise1 for significance testing

Return type

dict