plot_cramer | R Documentation |
plot_cramer
constructs a serial dependence plot of a categorical
time series based on Cramer's vi
plot_cramer(
series,
max_lag = 10,
alpha = 0.05,
plot = TRUE,
title = "Serial dependence plot",
bar_width = 0.12,
...
)
series |
An object of type |
max_lag |
The maximum lag represented in the plot (default is 10). |
alpha |
The significance level for the corresponding hypothesis test (default is 0.05). |
plot |
Logical. If |
title |
The title of the graph. |
bar_width |
The width of the corresponding bars. |
... |
Additional parameters for the function. |
Constructs a serial dependence plot based on Cramer's vi, \widehat{v}(l)
,
for several lags. A dashed lined is incorporated indicating the critical value
of the test based on the following asymptotic approximation (under the i.i.d. assumption):
T(r-1)\widehat{v}(l)^2 \sim\chi^2_{(r-1)^2},
where T
is the series length
and r
is the number of categories in the time series.
If plot = TRUE
(default), returns the serial dependence plot based on Cramer's vi. Otherwise, the function
returns a list with the values of Cramer's vi, the critical
value and the corresponding p-values.
Ángel López-Oriona, José A. Vilar
weiss2013serialctsfeatures
sequence_1 <- SyntheticData1[which(SyntheticData1$Series==1),]
plot_cv <- plot_cramer(series = sequence_1, max_lag = 3) # Representing
# the serial dependence plot
list_cv <- plot_cramer(series = sequence_1, max_lag = 3, plot = FALSE) # Obtaining
# the values of Cramer's vi, the critical value and the p-values
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