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... Josef would probably know the status of the statsmodels version of the test. Warren
Warren
Best, Parke