statsmodels.sandbox.stats.runs.Runs

class statsmodels.sandbox.stats.runs.Runs(x) [source]

class for runs in a binary sequence

Parameters: x (array_like, 1d) – data array,

Notes

This was written as a more general class for runs. This has some redundant calculations when only the runs_test is used.

TODO: make it lazy

The runs test could be generalized to more than 1d if there is a use case for it.

This should be extended once I figure out what the distribution of runs of any length k is.

The exact distribution for the runs test is also available but not yet verified.

Methods

runs_test([correction]) basic version of runs test

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.stats.runs.Runs.html