Associations.jl
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Add `threshold` value to `SurrogateTest` and `LocalPermutationTest`
A common use case for independence
is to use SurrogateTest
and LocalPermutationTest
to test for independence between two or more variables using some information theoretic (conditional) independence measure.
Currently, for both SurrogateTest
and LocalPermutationTest
, in the summary printout, it is checked whether the estimated measure m_est
computed on the original data exceeds some percentile of the estimated measure computed over an ensemble of shuffled input data. Here's one example of such a print-out.
It would be nice to specify some threshold
value that, if m_est < threshold
, the interpretation printed to the user is always that we can't reject the null hypothesis. For example, with transfer entropy, we know that the value should be non-negative, so any values that are non-negative should immediately lead to rejection of the null.
It is up to the analyst to decide whether to do this, so threshold
should be a keyword to the tests themselves. It can for example be a Real
or a Nothing
(in which case no threshold is applied).