corr_ttest (pyleoclim.utils.correlation.corr_ttest)

pyleoclim.utils.correlation.corr_ttest(y1, y2, alpha=0.05)[source]

Estimates the significance of correlations between 2 time series using the classical T-test adjusted for effective sample size.

The degrees of freedom are adjusted following n_eff=n(1-g)/(1+g) where g is the lag-1 autocorrelation.

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

  • alpha (float) – significance level for critical value estimation [default: 0.05]

Returns

  • r (float) – correlation between x and y

  • signif (bool) – true (1) if significant; false (0) otherwise

  • pval (float) – test p-value (the probability of the test statistic exceeding the observed one by chance alone)

See also

pyleoclim.utils.correlation.corr_isopersist

Estimate Pearson’s correlation and associated significance using AR(1)

pyleoclim.utils.correlation.corr_isospec

Estimate Pearson’s correlation and associated significance using phase randomization