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
- xarray_like
data, numeric
- cutoff{‘mean’, ‘median’}
or
number
This specifies the cutoff to split the data into large and small values.
- correctionbool
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