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Compute thresholds for detection of significant correlations between signals

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sigcor

A python package for computing the threshold of significative correlations between signals.

To install the package:

  1. download the package and uncompress it in the directory of your choice.
  2. open a terminal and go to root of the directory /sigcor where you have installed the sigcor package. This folder contains license.txt, ..., setup.py.
  3. use pip to install the package:
    • type:
      pip install .
    • you can remove the temporary folder sigcor
    • (alternative) if you want to install the package in a development mode type, for modifying it use:
      pip install -e .

To use the package in a python module or environment type:

import sigcor

To get $\rho^*$ (rs) the threshold value of significant correlation for two signals with $n$ samples at level $\alpha$ (alpha) type:

rs = sigcor.get_rs(n, alpha)

If signals are filtered, the sampling frequency and bandwidth must be given to adjust for corrections on the number of effective samples used in the formula:

rs = sigcor.get_rs_filtered(n, alpha, B, Fs)

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