permutes: Permutation Tests for Time Series Data (original) (raw)
Helps you determine the analysis window to use when analyzing densely-sampled time-series data, such as EEG data, using permutation testing (Maris & Oostenveld, 2007) <doi:10.1016/j.jneumeth.2007.03.024>. These permutation tests can help identify the timepoints where significance of an effect begins and ends, and the results can be plotted in various types of heatmap for reporting. Mixed-effects models are supported using an implementation of the approach by Lee & Braun (2012) <doi:10.1111/j.1541-0420.2011.01675.x>.
| Version: | 2.8 |
|---|---|
| Depends: | R (≥ 2.10) |
| Imports: | plyr, stats, utils |
| Suggests: | buildmer (≥ 2.3), car, doParallel, ggplot2, glmmTMB, knitr, lme4, lmPerm, permuco, rmarkdown, viridis |
| Published: | 2023-09-28 |
| DOI: | 10.32614/CRAN.package.permutes |
| Author: | Cesko C. Voeten [aut, cre] |
| Maintainer: | Cesko C. Voeten |
| BugReports: | https://gitlab.com/cvoeten/permutes/-/issues |
| License: | FreeBSD |
| NeedsCompilation: | no |
| CRAN checks: | permutes results |
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