On Sun, Dec 14, 2014 at 10:12 PM, Warren Weckesser < warren.weckesser@gmail.com> wrote:
On 12/13/14, Warren Weckesser <warren.weckesser@gmail.com> wrote:
On 12/12/14, Parke Loyd <parke.loyd@gmail.com> wrote:
Hi,
I wrote a bit of code that computes the test statistic and p-value for the wald-wolfowitz runs test. Seems like it would fit nicely alongside the other statistical tests in the stats module (ansari, bartlett, ...). The code is currently available here <https://github.com/parkus/mypy/blob/master/statsutils.py> -- the function named runstest.
The code works for my purposes, but I expect there is still much to be done before it will be ready for a pull request. Per the guide on contributing to SciPy, I figured I would get the conversation started to find out whether the community thought it a worthwhile contribution before making the effort to get it ready for a PR.
Parke,
The Wald-Wolfowitz test would be a nice addition to scipy. If you create a pull request, I hope Josef P. can help review it. I probably won't be able to do much more than a cursory review until January.
It doesn't mean we can't have it in scipy, but I see that statsmodels has the Wald-Wolfowitz runs test in their sandbox:
https://github.com/statsmodels/statsmodels/blob/master/statsmodels/sandbox/s...
only the modules are located in the sandbox (*). The functions are "official" (included in the api.py) and reasonably tested AFAICS http://statsmodels.sourceforge.net/devel/stats.html#non-parametric-tests I haven't looked at those in a long time. According to the docstring, SAS has a "more exact" tie handling. I tried for a while to figure out the exact distributions of various runs processes and statistics but then gave up because it was taking too much time given my priorities. (*) some modules where my ambition was greater than my patience are still located in the sandbox even though the main functions are tested and "official". Josef
Josef would probably know the status of the statsmodels version of the test.
Warren
Warren
Best, Parke
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