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Taken from sccn/SIFT#2:
This PR reimplements the
stat_surrogate_pvals
function.The main differences are:
O(n)
instead ofO(log(n))
(benchmark at the bottom)p=sum(t ≥ T)/n
instead ofp=(sum(t ≥ T)+.5)/(n+1)
'left'
is accepted astail
parametertail
is an unexpected value instead of assuming a right-sided testSpeed: