"""
.. _disc-stats:
=====================
Statistical inference
=====================
Here we will briefly cover multiple concepts of inferential statistics in an
introductory manner, and demonstrate how to use some MNE statistical functions.
"""
# Authors: Eric Larson <larson.eric.d@gmail.com>
#
# License: BSD-3-Clause
# Copyright the MNE-Python contributors.
# %%
from functools import partial
import matplotlib.pyplot as plt
import numpy as np
from mpl_toolkits.mplot3d import Axes3D # noqa: F401, analysis:ignore
from scipy import stats
import mne
from mne.stats import (
bonferroni_correction,
fdr_correction,
permutation_cluster_1samp_test,
permutation_t_test,
ttest_1samp_no_p,
)
# %%
# Hypothesis testing
# ------------------
# Null hypothesis
# ^^^^^^^^^^^^^^^
# From `Wikipedia <https://en.wikipedia.org/wiki/Null_hypothesis>`__:
#
# In inferential statistics, a general statement or default position that
# there is no relationship between two measured phenomena, or no
# association among groups.
#
# We typically want to reject a **null hypothesis** with
# some probability (e.g., p < 0.05). This probability is also called the
# significance level :math:`\alpha`.
# To think about what this means, let's follow the illustrative example from
# :footcite:`RidgwayEtAl2012` and construct a toy dataset consisting of a
# 40 × 40 square with a "signal" present in the center with white noise added
# and a Gaussian smoothing kernel applied.
width = 40
n_subjects = 10
signal_mean = 100
signal_sd = 100
noise_sd = 0.01
gaussian_sd = 5
sigma = 1e-3 # sigma for the "hat" method
n_permutations = "all" # run an exact test
n_src = width * width
# For each "subject", make a smoothed noisy signal with a centered peak
rng = np.random.RandomState(2)
X = noise_sd * rng.randn(n_subjects, width, width)
# Add a signal at the center
X[:, width // 2, width // 2] = signal_mean + rng.randn(n_subjects) * signal_sd
# Spatially smooth with a 2D Gaussian kernel
size = width // 2 - 1
gaussian = np.exp(-(np.arange(-size, size + 1) ** 2 / float(gaussian_sd**2)))
for si in range(X.shape[0]):
for ri in range(X.shape[1]):
X[si, ri, :] = np.convolve(X[si, ri, :], gaussian, "same")
for ci in range(X.shape[2]):
X[si, :, ci] = np.convolve(X[si, :, ci], gaussian, "same")
# %%
# The data averaged over all subjects looks like this:
fig, ax = plt.subplots(layout="constrained")
ax.imshow(X.mean(0), cmap="inferno")
ax.set(xticks=[], yticks=[], title="Data averaged over subjects")
# %%
# In this case, a null hypothesis we could test for each voxel is:
#
# There is no difference between the mean value and zero
# (:math:`H_0 \colon \mu = 0`).
#
# The alternative hypothesis, then, is that the voxel has a non-zero mean
# (:math:`H_1 \colon \mu \neq 0`).
# This is a *two-tailed* test because the mean could be less than
# or greater than zero, whereas a *one-tailed* test would test only one of
# these possibilities, i.e. :math:`H_1 \colon \mu \geq 0` or
# :math:`H_1 \colon \mu \leq 0`.
#
# .. note:: Here we will refer to each spatial location as a "voxel".
# In general, though, it could be any sort of data value,
# including cortical vertex at a specific time, pixel in a
# time-frequency decomposition, etc.
#
# Parametric tests
# ^^^^^^^^^^^^^^^^
# Let's start with a **paired t-test**, which is a standard test
# for differences in paired samples. Mathematically, it is equivalent
# to a 1-sample t-test on the difference between the samples in each condition.
# The paired t-test is **parametric**
# because it assumes that the underlying sample distribution is Gaussian, and
# is only valid in this case. This happens to be satisfied by our toy dataset,
# but is not always satisfied for neuroimaging data.
#
# In the context of our toy dataset, which has many voxels
# (:math:`40 \cdot 40 = 1600`), applying the paired t-test is called a
# *mass-univariate* approach as it treats each voxel independently.
titles = ["t"]
out = stats.ttest_1samp(X, 0, axis=0)
ts = [out[0]]
ps = [out[1]]
mccs = [False] # these are not multiple-comparisons corrected
def plot_t_p(t, p, title, mcc, axes=None):
if axes is None:
fig = plt.figure(figsize=(6, 3), layout="constrained")
axes = [fig.add_subplot(121, projection="3d"), fig.add_subplot(122)]
show = True
else:
show = False
# calculate critical t-value thresholds (2-tailed)
p_lims = np.array([0.1, 0.001])
df = n_subjects - 1 # degrees of freedom
t_lims = stats.distributions.t.ppf(1 - p_lims / 2, df=df)
p_lims = [-np.log10(p) for p in p_lims]
# t plot
x, y = np.mgrid[0:width, 0:width]
surf = axes[0].plot_surface(
x,
y,
np.reshape(t, (width, width)),
rstride=1,
cstride=1,
linewidth=0,
vmin=t_lims[0],
vmax=t_lims[1],
cmap="viridis",
)
axes[0].set(
xticks=[], yticks=[], zticks=[], xlim=[0, width - 1], ylim=[0, width - 1]
)
axes[0].view_init(30, 15)
cbar = axes[0].figure.colorbar(
ax=axes[0],
shrink=0.75,
orientation="horizontal",
fraction=0.1,
pad=0.025,
mappable=surf,
)
cbar.set_ticks(t_lims)
cbar.set_ticklabels([f"{t_lim:0.1f}" for t_lim in t_lims])
cbar.set_label("t-value")
cbar.ax.get_xaxis().set_label_coords(0.5, -0.3)
if not show:
axes[0].set(title=title)
if mcc:
axes[0].title.set_weight("bold")
# p plot
use_p = -np.log10(np.reshape(np.maximum(p, 1e-5), (width, width)))
img = axes[1].imshow(
use_p, cmap="inferno", vmin=p_lims[0], vmax=p_lims[1], interpolation="nearest"
)
axes[1].set(xticks=[], yticks=[])
cbar = axes[1].figure.colorbar(
ax=axes[1],
shrink=0.75,
orientation="horizontal",
fraction=0.1,
pad=0.025,
mappable=img,
)
cbar.set_ticks(p_lims)
cbar.set_ticklabels([f"{p_lim:0.1f}" for p_lim in p_lims])
cbar.set_label(r"$-\log_{10}(p)$")
cbar.ax.get_xaxis().set_label_coords(0.5, -0.3)
if show:
text = fig.suptitle(title)
if mcc:
text.set_weight("bold")
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# "Hat" variance adjustment
# ~~~~~~~~~~~~~~~~~~~~~~~~~
# The "hat" technique regularizes the variance values used in the t-test
# calculation :footcite:`RidgwayEtAl2012` to compensate for implausibly small
# variances.
ts.append(ttest_1samp_no_p(X, sigma=sigma))
ps.append(stats.distributions.t.sf(np.abs(ts[-1]), len(X) - 1) * 2)
titles.append(r"$\mathrm{t_{hat}}$")
mccs.append(False)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# Non-parametric tests
# ^^^^^^^^^^^^^^^^^^^^
# Instead of assuming an underlying Gaussian distribution, we could instead
# use a **non-parametric resampling** method. In the case of a paired t-test
# between two conditions A and B, which is mathematically equivalent to a
# one-sample t-test between the difference in the conditions A-B, under the
# null hypothesis we have the principle of **exchangeability**. This means
# that, if the null is true, we can exchange conditions and not change
# the distribution of the test statistic.
#
# When using a paired t-test, exchangeability thus means that we can flip the
# signs of the difference between A and B. Therefore, we can construct the
# **null distribution** values for each voxel by taking random subsets of
# samples (subjects), flipping the sign of their difference, and recording the
# absolute value of the resulting statistic (we record the absolute value
# because we conduct a two-tailed test). The absolute value of the statistic
# evaluated on the veridical data can then be compared to this distribution,
# and the p-value is simply the proportion of null distribution values that
# are smaller.
#
# .. warning:: In the case of a true one-sample t-test, i.e. analyzing a single
# condition rather than the difference between two conditions,
# it is not clear where/how exchangeability applies; see
# `this FieldTrip discussion <ft_exch_>`_.
#
# In the case where ``n_permutations`` is large enough (or "all") so
# that the complete set of unique resampling exchanges can be done
# (which is :math:`2^{N_{samp}}-1` for a one-tailed and
# :math:`2^{N_{samp}-1}-1` for a two-tailed test, not counting the
# veridical distribution), instead of randomly exchanging conditions
# the null is formed from using all possible exchanges. This is known
# as a permutation test (or exact test).
# Here we have to do a bit of gymnastics to get our function to do
# a permutation test without correcting for multiple comparisons:
X.shape = (n_subjects, n_src) # flatten the array for simplicity
titles.append("Permutation")
ts.append(np.zeros(width * width))
ps.append(np.zeros(width * width))
mccs.append(False)
for ii in range(n_src):
t, p = permutation_t_test(X[:, [ii]], verbose=False)[:2]
ts[-1][ii], ps[-1][ii] = t[0], p[0]
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# Multiple comparisons
# --------------------
# So far, we have done no correction for multiple comparisons. This is
# potentially problematic for these data because there are
# :math:`40 \cdot 40 = 1600` tests being performed. If we use a threshold
# p < 0.05 for each individual test, we would expect many voxels to be declared
# significant even if there were no true effect. In other words, we would make
# many **type I errors** (adapted from `here <errors_>`_):
#
# .. rst-class:: skinnytable
#
# +----------+--------+------------------+------------------+
# | | Null hypothesis |
# | +------------------+------------------+
# | | True | False |
# +==========+========+==================+==================+
# | | | Type I error | Correct |
# | | Yes | False positive | True positive |
# + Reject +--------+------------------+------------------+
# | | | Correct | Type II error |
# | | No | True Negative | False negative |
# +----------+--------+------------------+------------------+
#
# To see why, consider a standard :math:`\alpha = 0.05`.
# For a single test, our probability of making a type I error is 0.05.
# The probability of making at least one type I error in
# :math:`N_{\mathrm{test}}` independent tests is then given by
# :math:`1 - (1 - \alpha)^{N_{\mathrm{test}}}`:
N = np.arange(1, 80)
alpha = 0.05
p_type_I = 1 - (1 - alpha) ** N
fig, ax = plt.subplots(figsize=(4, 3), layout="constrained")
ax.scatter(N, p_type_I, 3)
ax.set(
xlim=N[[0, -1]],
ylim=[0, 1],
xlabel=r"$N_{\mathrm{test}}$",
ylabel="Probability of at least\none type I error",
)
ax.grid(True)
fig.show()
# %%
# To combat this problem, several methods exist. Typically these
# provide control over either one of the following two measures:
#
# 1. `Familywise error rate (FWER) <fwer_>`_
# The probability of making one or more type I errors:
#
# .. math::
# \mathrm{P}(N_{\mathrm{type\ I}} >= 1 \mid H_0)
#
# 2. `False discovery rate (FDR) <fdr_>`_
# The expected proportion of rejected null hypotheses that are
# actually true:
#
# .. math::
# \mathrm{E}(\frac{N_{\mathrm{type\ I}}}{N_{\mathrm{reject}}}
# \mid N_{\mathrm{reject}} > 0) \cdot
# \mathrm{P}(N_{\mathrm{reject}} > 0 \mid H_0)
#
# We cover some techniques that control FWER and FDR below.
#
# Bonferroni correction
# ^^^^^^^^^^^^^^^^^^^^^
# Perhaps the simplest way to deal with multiple comparisons, `Bonferroni
# correction <https://en.wikipedia.org/wiki/Bonferroni_correction>`__
# conservatively multiplies the p-values by the number of comparisons to
# control the FWER.
titles.append("Bonferroni")
ts.append(ts[-1])
ps.append(bonferroni_correction(ps[0])[1])
mccs.append(True)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# False discovery rate (FDR) correction
# ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
# Typically FDR is performed with the Benjamini-Hochberg procedure, which
# is less restrictive than Bonferroni correction for large numbers of
# comparisons (fewer type II errors), but provides less strict control of type
# I errors.
titles.append("FDR")
ts.append(ts[-1])
ps.append(fdr_correction(ps[0])[1])
mccs.append(True)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# Non-parametric resampling test with a maximum statistic
# ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
# **Non-parametric resampling tests** can also be used to correct for multiple
# comparisons. In its simplest form, we again do permutations using
# exchangeability under the null hypothesis, but this time we take the
# *maximum statistic across all voxels* in each permutation to form the
# null distribution. The p-value for each voxel from the veridical data
# is then given by the proportion of null distribution values
# that were smaller.
#
# This method has two important features:
#
# 1. It controls FWER.
# 2. It is non-parametric. Even though our initial test statistic
# (here a 1-sample t-test) is parametric, the null
# distribution for the null hypothesis rejection (the mean value across
# subjects is indistinguishable from zero) is obtained by permutations.
# This means that it makes no assumptions of Gaussianity
# (which do hold for this example, but do not in general for some types
# of processed neuroimaging data).
titles.append(r"$\mathbf{Perm_{max}}$")
out = permutation_t_test(X, verbose=False)[:2]
ts.append(out[0])
ps.append(out[1])
mccs.append(True)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# Clustering
# ^^^^^^^^^^
# Each of the aforementioned multiple comparisons corrections have the
# disadvantage of not fully incorporating the correlation structure of the
# data, namely that points close to one another (e.g., in space or time) tend
# to be correlated. However, by defining the adjacency (or "neighbor")
# structure in our data, we can use **clustering** to compensate.
#
# To use this, we need to rethink our null hypothesis. Instead
# of thinking about a null hypothesis about means per voxel (with one
# independent test per voxel), we consider a null hypothesis about sizes
# of clusters in our data, which could be stated like:
#
# The distribution of spatial cluster sizes observed in two experimental
# conditions are drawn from the same probability distribution.
#
# Here we only have a single condition and we contrast to zero, which can
# be thought of as:
#
# The distribution of spatial cluster sizes is independent of the sign
# of the data.
#
# In this case, we again do permutations with a maximum statistic, but, under
# each permutation, we:
#
# 1. Compute the test statistic for each voxel individually.
# 2. Threshold the test statistic values.
# 3. Cluster voxels that exceed this threshold (with the same sign) based on
# adjacency.
# 4. Retain the size of the largest cluster (measured, e.g., by a simple voxel
# count, or by the sum of voxel t-values within the cluster) to build the
# null distribution.
#
# After doing these permutations, the cluster sizes in our veridical data
# are compared to this null distribution. The p-value associated with each
# cluster is again given by the proportion of smaller null distribution
# values. This can then be subjected to a standard p-value threshold
# (e.g., p < 0.05) to reject the null hypothesis (i.e., find an effect of
# interest).
#
# This reframing to consider *cluster sizes* rather than *individual means*
# maintains the advantages of the standard non-parametric permutation
# test -- namely controlling FWER and making no assumptions of parametric
# data distribution.
# Critically, though, it also accounts for the correlation structure in the
# data -- which in this toy case is spatial but in general can be
# multidimensional (e.g., spatio-temporal) -- because the null distribution
# will be derived from data in a way that preserves these correlations.
#
# .. admonition:: Effect size
# :class: sidebar note
#
# For a nice description of how to compute the effect size obtained
# in a cluster test, see this
# `FieldTrip mailing list discussion <ft_cluster_effect_size_>`_.
#
# However, there is a drawback. If a cluster significantly deviates from
# the null, no further inference on the cluster (e.g., peak location) can be
# made, as the entire cluster as a whole is used to reject the null.
# Moreover, because the test statistic concerns the full data, the null
# hypothesis (and our rejection of it) refers to the structure of the full
# data. For more information, see also the comprehensive
# `FieldTrip tutorial <ft_cluster_>`_.
#
# Defining the adjacency matrix
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# First we need to define our adjacency (sometimes called "neighbors") matrix.
# This is a square array (or sparse matrix) of shape ``(n_src, n_src)`` that
# contains zeros and ones to define which spatial points are neighbors, i.e.,
# which voxels are adjacent to each other. In our case this
# is quite simple, as our data are aligned on a rectangular grid.
#
# Let's pretend that our data were smaller -- a 3 × 3 grid. Thinking about
# each voxel as being connected to the other voxels it touches, we would
# need a 9 × 9 adjacency matrix. The first row of this matrix contains the
# voxels in the flattened data that the first voxel touches. Since it touches
# the second element in the first row and the first element in the second row
# (and is also a neighbor to itself), this would be::
#
# [1, 1, 0, 1, 0, 0, 0, 0, 0]
#
# :mod:`sklearn.feature_extraction` provides a convenient function for this:
from sklearn.feature_extraction.image import grid_to_graph # noqa: E402
mini_adjacency = grid_to_graph(3, 3).toarray()
assert mini_adjacency.shape == (9, 9)
print(mini_adjacency[0])
# %%
# In general the adjacency between voxels can be more complex, such as
# those between sensors in 3D space, or time-varying activation at brain
# vertices on a cortical surface. MNE provides several convenience functions
# for computing adjacency matrices, for example:
#
# * :func:`mne.channels.find_ch_adjacency`
# * :func:`mne.stats.combine_adjacency`
#
# See the :ref:`Statistics API <api_reference_statistics>` for a full list.
#
# MNE also ships with numerous built-in channel adjacency matrices from the
# FieldTrip project (called "neighbors" there). You can get an overview of
# them by using :func:`mne.channels.get_builtin_ch_adjacencies`:
builtin_ch_adj = mne.channels.get_builtin_ch_adjacencies(descriptions=True)
for adj_name, adj_description in builtin_ch_adj:
print(f"{adj_name}: {adj_description}")
# %%
# These built-in channel adjacency matrices can be loaded via
# :func:`mne.channels.read_ch_adjacency`.
#
# Standard clustering
# ~~~~~~~~~~~~~~~~~~~
# Here, since our data are on a grid, we can use ``adjacency=None`` to
# trigger optimized grid-based code, and run the clustering algorithm.
titles.append("Clustering")
# Reshape data to what is equivalent to (n_samples, n_space, n_time)
X.shape = (n_subjects, width, width)
# Compute threshold from t distribution (this is also the default)
# Here we use a two-tailed test, hence we need to divide alpha by 2.
# Subtracting alpha from 1 guarantees that we get a positive threshold,
# which MNE-Python expects for two-tailed tests.
df = n_subjects - 1 # degrees of freedom
t_thresh = stats.distributions.t.ppf(1 - alpha / 2, df=df)
# run the cluster test
t_clust, clusters, p_values, H0 = permutation_cluster_1samp_test(
X,
n_jobs=None,
threshold=t_thresh,
adjacency=None,
n_permutations=n_permutations,
out_type="mask",
)
# Put the cluster data in a viewable format
p_clust = np.ones((width, width))
for cl, p in zip(clusters, p_values):
p_clust[cl] = p
ts.append(t_clust)
ps.append(p_clust)
mccs.append(True)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# "Hat" variance adjustment
# ~~~~~~~~~~~~~~~~~~~~~~~~~
# This method can also be used in this context to correct for small
# variances :footcite:`RidgwayEtAl2012`:
titles.append(r"$\mathbf{C_{hat}}$")
stat_fun_hat = partial(ttest_1samp_no_p, sigma=sigma)
t_hat, clusters, p_values, H0 = permutation_cluster_1samp_test(
X,
n_jobs=None,
threshold=t_thresh,
adjacency=None,
out_type="mask",
n_permutations=n_permutations,
stat_fun=stat_fun_hat,
buffer_size=None,
)
p_hat = np.ones((width, width))
for cl, p in zip(clusters, p_values):
p_hat[cl] = p
ts.append(t_hat)
ps.append(p_hat)
mccs.append(True)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# .. _tfce_example:
#
# Threshold-free cluster enhancement (TFCE)
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# TFCE eliminates the free parameter initial ``threshold`` value that
# determines which points are included in clustering by approximating
# a continuous integration across possible threshold values with a standard
# `Riemann sum <https://en.wikipedia.org/wiki/Riemann_sum>`__
# :footcite:`SmithNichols2009`.
# This requires giving a starting threshold ``start`` and a step
# size ``step``, which in MNE is supplied as a dict.
# The smaller the ``step`` and closer to 0 the ``start`` value,
# the better the approximation, but the longer it takes.
#
# A significant advantage of TFCE is that, rather than modifying the
# statistical null hypothesis under test (from one about individual voxels
# to one about the distribution of clusters in the data), it modifies the *data
# under test* while still controlling for multiple comparisons.
# The statistical test is then done at the level of individual voxels rather
# than clusters. This allows for evaluation of each point
# independently for significance rather than only as cluster groups.
titles.append(r"$\mathbf{C_{TFCE}}$")
threshold_tfce = dict(start=0, step=0.2)
t_tfce, _, p_tfce, H0 = permutation_cluster_1samp_test(
X,
n_jobs=None,
threshold=threshold_tfce,
adjacency=None,
n_permutations=n_permutations,
out_type="mask",
)
ts.append(t_tfce)
ps.append(p_tfce)
mccs.append(True)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# We can also combine TFCE and the "hat" correction:
titles.append(r"$\mathbf{C_{hat,TFCE}}$")
t_tfce_hat, _, p_tfce_hat, H0 = permutation_cluster_1samp_test(
X,
n_jobs=None,
threshold=threshold_tfce,
adjacency=None,
out_type="mask",
n_permutations=n_permutations,
stat_fun=stat_fun_hat,
buffer_size=None,
)
ts.append(t_tfce_hat)
ps.append(p_tfce_hat)
mccs.append(True)
plot_t_p(ts[-1], ps[-1], titles[-1], mccs[-1])
# %%
# Visualize and compare methods
# -----------------------------
# Let's take a look at these statistics. The top row shows each test statistic,
# and the bottom shows p-values for various statistical tests, with the ones
# with proper control over FWER or FDR with bold titles.
fig = plt.figure(facecolor="w", figsize=(14, 3), layout="constrained")
assert len(ts) == len(titles) == len(ps)
for ii in range(len(ts)):
ax = [
fig.add_subplot(2, 10, ii + 1, projection="3d"),
fig.add_subplot(2, 10, 11 + ii),
]
plot_t_p(ts[ii], ps[ii], titles[ii], mccs[ii], ax)
# %%
# The first three columns show the parametric and non-parametric statistics
# that are not corrected for multiple comparisons:
#
# - Mass univariate **t-tests** result in jagged edges.
# - **"Hat" variance correction** of the t-tests produces less peaky edges,
# correcting for sharpness in the statistic driven by low-variance voxels.
# - **Non-parametric resampling tests** are very similar to t-tests. This is to
# be expected: the data are drawn from a Gaussian distribution, and thus
# satisfy parametric assumptions.
#
# The next three columns show multiple comparison corrections of the
# mass univariate tests (parametric and non-parametric). These
# too conservatively correct for multiple comparisons because neighboring
# voxels in our data are correlated:
#
# - **Bonferroni correction** eliminates any significant activity.
# - **FDR correction** is less conservative than Bonferroni.
# - A **permutation test with a maximum statistic** also eliminates any
# significant activity.
#
# The final four columns show the non-parametric cluster-based permutation
# tests with a maximum statistic:
#
# - **Standard clustering** identifies the correct region. However, the whole
# area must be declared significant, so no peak analysis can be done.
# Also, the peak is broad.
# - **Clustering with "hat" variance adjustment** tightens the estimate of
# significant activity.
# - **Clustering with TFCE** allows analyzing each significant point
# independently, but still has a broadened estimate.
# - **Clustering with TFCE and "hat" variance adjustment** tightens the area
# declared significant (again FWER corrected).
#
# Statistical functions in MNE
# ----------------------------
# The complete listing of statistical functions provided by MNE are in
# the :ref:`Statistics API list <api_reference_statistics>`, but we will give
# a brief overview here.
#
# MNE provides several convenience parametric testing functions that can be
# used in conjunction with the non-parametric clustering methods. However,
# the set of functions we provide is not meant to be exhaustive.
#
# If the univariate statistical contrast of interest is not listed here
# (e.g., interaction term in an unbalanced ANOVA), consider checking out the
# :mod:`statsmodels` package. It offers many functions for computing
# statistical contrasts, e.g., :func:`statsmodels.stats.anova.anova_lm`.
# To use these functions in clustering:
#
# 1. Determine which test statistic (e.g., t-value, F-value) you would use
# in a univariate context to compute your contrast of interest. In other
# words, if there were only a single output such as reaction times, what
# test statistic might you compute on the data?
# 2. Wrap the call to that function within a function that takes an input of
# the same shape that is expected by your clustering function,
# and returns an array of the same shape without the "samples" dimension
# (e.g., :func:`mne.stats.permutation_cluster_1samp_test` takes an array
# of shape ``(n_samples, p, q)`` and returns an array of shape ``(p, q)``).
# 3. Pass this wrapped function to the ``stat_fun`` argument to the clustering
# function.
# 4. Set an appropriate ``threshold`` value (float or dict) based on the
# values your statistical contrast function returns.
#
# Parametric methods provided by MNE
# ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
#
# - :func:`mne.stats.ttest_1samp_no_p`
# Paired t-test, optionally with hat adjustment.
# This is used by default for contrast enhancement in paired cluster tests.
#
# - :func:`mne.stats.f_oneway`
# One-way ANOVA for independent samples.
# This can be used to compute various F-contrasts. It is used by default
# for contrast enhancement in non-paired cluster tests.
#
# - :func:`mne.stats.f_mway_rm`
# M-way ANOVA for repeated measures and balanced designs.
# This returns F-statistics and p-values. The associated helper function
# :func:`mne.stats.f_threshold_mway_rm` can be used to determine the
# F-threshold at a given significance level.
#
# - :func:`mne.stats.linear_regression`
# Compute ordinary least square regressions on multiple targets, e.g.,
# sensors, time points across trials (samples).
# For each regressor it returns the beta value, t-statistic, and
# uncorrected p-value. While it can be used as a test, it is
# particularly useful to compute weighted averages or deal with
# continuous predictors.
#
# Non-parametric methods
# ^^^^^^^^^^^^^^^^^^^^^^
#
# - :func:`mne.stats.permutation_cluster_test`
# Unpaired contrasts with clustering.
#
# - :func:`mne.stats.spatio_temporal_cluster_test`
# Unpaired contrasts with spatio-temporal clustering.
#
# - :func:`mne.stats.permutation_t_test`
# Paired contrast with no clustering.
#
# - :func:`mne.stats.permutation_cluster_1samp_test`
# Paired contrasts with clustering.
#
# - :func:`mne.stats.spatio_temporal_cluster_1samp_test`
# Paired contrasts with spatio-temporal clustering.
#
# .. warning:: In most MNE functions, data has shape
# ``(..., n_space, n_time)``, where the spatial dimension can
# be e.g. sensors or source vertices. But for our spatio-temporal
# clustering functions, the spatial dimensions need to be **last**
# for computational efficiency reasons. For example, for
# :func:`mne.stats.spatio_temporal_cluster_1samp_test`, ``X``
# needs to be of shape ``(n_samples, n_time, n_space)``. You can
# use :func:`numpy.transpose` to transpose axes if necessary.
#
# References
# ----------
# .. footbibliography::
#
# .. include:: ../../links.inc