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