statsmodels.sandbox.stats.runs.Runs¶
- class statsmodels.sandbox.stats.runs.Runs(x)[source]¶
class for runs in a binary sequence
- Parameters:
- xarray_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