Unify the argument names and output regarding significance test
As discussed in the previous user meeting, we plan to make the inputs and outputs regarding significance test in all s2dv functions (if applicable) consistent. The changes include:
-
Change argument “conf.lev” to “alpha”
E.g.,conf.lev = 0.95
in Corr() will be deprecated and be replaced by new argumentalpha = 0.05
. -
Return “sign” or “p.val”, (and “conf.low”, "conf.upper" if they exist already)
Ifalpha = NULL
, return "p.val"; ifalpha
has value, return "sign" (logical value, means significance (T) or not (F))
Functions that need these changes: Corr, ACC, RMS, Regression, Spread, Trend
Functions that have these features already: DiffCorr, ResidualCorr
Questions remain:
- How to calculate
sign
(significance or not)? In DiffCorr(), simply compare alpha with p-value; but in ResidualCorr(), the calculation is more complicated. - RPSS() and CRPSS() use RandomWalkTest() for significance test, so they only have "sign" but not "p.val". Is it possible/needed to add p-value?