6.8.6. statsmodels.sandbox.stats.runs¶
runstest
formulas for mean and var of runs taken from SAS manual NPAR tests, also idea for runstest_1samp and runstest_2samp
Description in NIST handbook and dataplot doesn’t explain their expected values, or variance
Note: There are (at least) two definitions of runs used in literature. The classical definition which is also used here, is that runs are sequences of identical observations separated by observations with different realizations. The second definition allows for overlapping runs, or runs where counting a run is also started after a run of a fixed length of the same kind.
TODO * add one-sided tests where possible or where it makes sense
6.8.6.1. Functions¶
cochrans_q(x) |
Cochran’s Q test for identical effect of k treatments |
mcnemar(x[, y, exact, correction]) |
McNemar test |
median_test_ksample(x, groups) |
chisquare test for equality of median/location |
runstest_1samp(x[, cutoff, correction]) |
use runs test on binary discretized data above/below cutoff |
runstest_2samp(x[, y, groups, correction]) |
Wald-Wolfowitz runstest for two samples |
symmetry_bowker(table) |
Test for symmetry of a (k, k) square contingency table |
6.8.6.2. Classes¶
Runs(x) |
class for runs in a binary sequence |
RunsProb |
distribution of success runs of length k or more (classical definition) |
TotalRunsProb(n0, n1) |
class for the probability distribution of total runs |