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I am currently calculating the functional connectivity of EEG data using cross-correlation, phase lag index (a phase synchronization method), and mutual information.

From what I understand, cross-correlation is a linear based measure of connectivity, phase lag index (and most phase synchronized methods) is defined as non-linear measure of connectivity, while mutual information contains both linear and non-linear interactions.

Is there any way for me to test if the phase lag index (or any connectivity method) is able to detect linear and or nonlinear effects?

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