ci_ordinal_asymmetry: Constructs a confidence interval for the ordinal asymmetry...

In otsfeatures: Ordinal Time Series Analysis

Constructs a confidence interval for the ordinal asymmetry (block distance)

Description

ci_ordinal_asymmetry constructs a confidence interval for the ordinal asymmetry (block distance)

Usage

ci_ordinal_asymmetry(
  series,
  states,
  level = 0.95,
  temporal = TRUE,
  max_lag = 1
)

Arguments

series	An OTS (numerical vector with integers).
states	A numeric vector containing the corresponding states.
level	The confidence level (default is 0.95).
temporal	Logical. If temporal = TRUE (default), the interval is computed for a time series. Otherwise, the interval is computed for i.i.d. data.
max_lag	If temporal = TRUE, the maximum considered lag to compute the estimates related to the cumulative joint probabilities.

Details

If temporal = TRUE (default), the function constructs the confidence interval for the ordinal asymmetry relying on Theorem 7.1.1 in \insertCiteweiss2019distance;textualotsfeatures. Otherwise, the interval is constructed according to Theorem 4.1 in \insertCiteweiss2019distance;textualotsfeatures.

Value

The confidence interval.

Author(s)

Ángel López-Oriona, José A. Vilar

References

\insertRef

weiss2019distanceotsfeatures

Examples

ci_asymmetry <- ci_ordinal_asymmetry(AustrianWages$data[[100]],
states = 0 : 5) # Constructing a confidence interval for the
# ordinal asymmetry for one OTS in dataset AustrianWages

otsfeatures documentation built on March 7, 2023, 7:38 p.m.