Correlations and their significance according to AR(1) benchmarks

Generate parametric or non-parametric surrogates of two series X & Y

pvalMonteCarlo(
  X,
  Y,
  n.sim = 100,
  method = "isospectral",
  cor.method = "pearson"
)

Arguments

X

a 1-column vector

Y

a 1-column vector of the same

n.sim

number of simulations

method

the method applies. Possible choices are "isospectral" (default) and "isopersistent"

cor.method

correlation method to pass to cor() "pearson" (default), "kendall", or "spearman"

Value

output

See also

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

Author

Julien Emile-Geay

Nick McKay