Skip to content

A Monte-Carlo based statistical significance test for inter-frequency power correlations in non-stationary time-series. Accounts for intra-frequency autocorrelation, inter-frequency non-dyadicity, and controls the FDR for multiple testing under dependency.

License

Notifications You must be signed in to change notification settings

OscarSavolainenDR/Inter-Frequency-Power-Correlation-Statistical-Significance-Test

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

19 Commits
 
 
 
 
 
 
 
 

Repository files navigation

Inter-Frequency-Power-Correlation-Statistical-Significance-Test

Author: Oscar Wiljam Savolainen – NGNI Lab, Imperial College London

Date: 09/08/2021

The directory “Reproducing_results_from_article” contains the code associated with the paper 'The Significance of Neural Inter-Frequency Power Correlations', doi: 10.21203/rs.3.rs-329644/v1 It looks at applying a statistical significance test for the multiple testing of inter-frequency power correlations on a large, publicly available dataset of intracortical broadband neural recordings (Macaque M1). It produces all of the visualization plots from the paper, e.g. the statistically significant inter-frequency power correlations for various recordings.

image

image

The directory “Analyzing_an_arbitrary_signal” is a small directory for the application of the same statistical test for an arbitrary signal, e.g. for a simple signal with two time-overlapping sinusoidal bursts at 2 different frequencies: (a) time-series signal; (b) time-frequency distribution (Continuous Wavelet Transform); (c) inter-frequency power correlation matrix, with non-statistically significant elements blacked out.

image

It uses functions from “Reproducing_results_from_article”, and performs best for signals of length 1e6 or smaller, given the realistic memory constraints of most desktop computers. If a longer signal needs to be analysed, it is recommended to run the script on a High Performance Computing cluster, e.g. with the elements of the null distributions computed in parallel.

Please don't hesitate to get in contact if you have any questions.

About

A Monte-Carlo based statistical significance test for inter-frequency power correlations in non-stationary time-series. Accounts for intra-frequency autocorrelation, inter-frequency non-dyadicity, and controls the FDR for multiple testing under dependency.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages