[R] permutation tests on autocorrelations

Ranjan Maitra maitra at iastate.edu
Thu Mar 1 22:40:26 CET 2007


Dear list,

I have this huge array of numbers, of dimensions  67 x 33 x 51 x 6, the 6 being the replications. I wanted to test for evidence of autocorrelation between the 6 replications, marginally. I can calculate the first-order autocorrelation very easily using an appropriately defined function and apply on the first three dimensions. But how can I perform a permutation test to test for significance?** I have looked around with  RSiteSearch and searched for permutation tests and autocorrelations, but did not come up with something that I could use. Anything I am missing?

** I understand that with such a large number of tests, there will be the issue of getting some false positives and will look into that issue separately, but right now, I need to be able to get a p-value for the marginal tests even before I get there.

Many thanks and best wishes,
Ranjan



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