Estimate effective sample size accounting for autocorrelation

Bretherton et al., 1999 estimate of effective sample size.

effectiveN(X, Y)

Arguments

X

a 1-column matrix or numeric dataset

Y

a 1-column matrix or numeric dataset of the same length as X

Value

estimate of the effective sample size

See also

Other correlation: ar1(), ar1Surrogates(), corMatrix, plotCorEns(), pvalMonteCarlo(), pvalPearsonSerialCorrected()

Author

Nick McKay