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/stats/runs.py

Josef would probably know the status of the statsmodels version of the test.

Warren

> Warren
>
>
>> Best,
>> Parke
>>
>
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