permutes: Permutation Tests for Time Series Data

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 <cvoeten at gmail.com>
BugReports:	https://gitlab.com/cvoeten/permutes/-/issues
License:	FreeBSD
NeedsCompilation:	no
CRAN checks:	permutes results

Documentation:

Reference manual:	permutes.html , permutes.pdf
Vignettes:	Analyzing time series data using 'clusterperm.lmer' (source, R code) Analyzing time series data using 'permu.test' (source, R code)

Downloads:

Package source:	permutes_2.8.tar.gz
Windows binaries:	r-devel: permutes_2.8.zip, r-release: permutes_2.8.zip, r-oldrel: permutes_2.8.zip
macOS binaries:	r-release (arm64): permutes_2.8.tgz, r-oldrel (arm64): permutes_2.8.tgz, r-release (x86_64): permutes_2.8.tgz, r-oldrel (x86_64): permutes_2.8.tgz
Old sources:	permutes archive

Reverse dependencies:

Reverse imports:

setweaver

Linking:

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