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statsmodels.sandbox.stats.runs.runstest_1samp

statsmodels.sandbox.stats.runs.runstest_1samp(x, cutoff='mean', correction=True)[source]

use runs test on binary discretized data above/below cutoff

Parameters:

x : array_like

data, numeric

cutoff : {‘mean’, ‘median’} or number

This specifies the cutoff to split the data into large and small values.

correction: bool :

Following the SAS manual, for samplesize below 50, the test statistic is corrected by 0.5. This can be turned off with correction=False, and was included to match R, tseries, which does not use any correction.

Returns:

z_stat : float

test statistic, asymptotically normally distributed

p-value : float

p-value, reject the null hypothesis if it is below an type 1 error level, alpha .

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