Novel Covariance-Based Neutrality Test of Time-Series Data Reveals Asymmetries in Ecological and Economic Systems
Fig 3
Applying our test to time-series datasets reveal non-neutral competitive dynamics in microbial and financial systems.
P-values displayed are from a modified KS-test which accounts for dependence among the observations and these P-values serve as a quantification of the incompatibility of the data with neutral fluctuations. Despite decent fits of neutral species-abundance distributions, our time-series test reveals that competitive asymmetries are important drivers in all systems except the female palm bacteria, and the extent of non-neutrality varies from system to system.