Statistics Functions¶
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pyleoclim.Stats.
simpleStats
(y, axis=None)¶ Computes simple statistics
Computes the mean, median, min, max, standard deviation, and interquartile range of a numpy array y.
- Args:
y (array): A Numpy array axis (int, typle of ints): Optional. Axis or Axes along which the means
are computed, the default is to compute the mean of the flattened array. If a tuple of ints, performed over multiple axes
- Returns:
The mean, median, min, max, standard deviation and IQR by columns
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pyleoclim.Stats.
corrsig
(y1, y2, nsim=1000, method='isospectral', alpha=0.05)¶ - Estimates the significance of correlations between non IID time series by 3 independent methods:
‘ttest’: T-test where d.o.f are corrected for the effect of serial correlation
‘isopersistent’: AR(1) modeling of x and y.
3) ‘isospectral’: phase randomization of original inputs. (default) The T-test is parametric test, hence cheap but usually wrong except in idyllic circumstances. The others are non-parametric, but their computational requirements scales with nsim.
- Args:
y1, y2 (array)- vector of (real) numbers of identical length, no NaNs allowed nsim (int)- the number of simulations [1000] method (str)- methods 1-3 above [‘isospectral’] alpha (float)- significance level for critical value estimation [0.05]
- Returns:
r (real): correlation between x and y
signif (int): true if significant; false otherwise
p (real): Fraction of time series with higher correlation coefficents than observed (approximates the p-value).
Note that signif = True if and only if p <= alpha.