mqr.inference.nonparametric.dist.
test_1sample#
- mqr.inference.nonparametric.dist.test_1sample(x, method='runs', cutoff='median')#
Hypothesis test on randomness characteristics of a sample.
- Null-hypotheses by method
- ‘runs’observations in x are independent and identically distributed‘adf’observations in x are non-stationary (time series has a unit root)
- Parameters:
- xarray_like
Test the hypothesis that x is random.
- method{‘runs’}, optional
- ‘runs’Runs test for independent and identical distribution. Calls
sm..runstest_1samp. - cutoffstr, optional
The cutoff to group large and small values. Only used for method “runs”.
- Returns: