Code Example for "A Wavelet-Based Independence Test for Functional Data with an Application to MEG Functional Connectivity"
- wavHSIC.R wavHSIC, the proposed method
- FPCA.R dCov on FPC scores with 95% variation
- dcov_c.R Distance correlation t-test of independence in high dimension (Szekley and Rizzo, 2013)
- Pearson.R Pearson's test (He et al. 2012, sec 2.4.3, steps 1 & 2)
- gtemp.R Global Temporal Correlation (Zhou et al., 2018)
- dnm.R Dynamical Correlation (Dubin and Mueller, 2005)
- KMSZ.R Testing for lack of dependence in the functional linear model (Kokoszka et al., 2008)
Noised Data given SNR: datagen.R
- An example is given in example.R.