test_ordinal_asymmetry: Performs the hypothesis test associated with the ordinal...

In otsfeatures: Ordinal Time Series Analysis

Performs the hypothesis test associated with the ordinal asymmetry for the block distance

Description

test_ordinal_asymmetry performs the hypothesis test associated with the ordinal asymmetry for the block distance

Usage

test_ordinal_asymmetry(
  series,
  states,
  true_asymmetry,
  alpha = 0.05,
  temporal = TRUE,
  max_lag = 1
)

Arguments

series	An OTS (numerical vector with integers).
states	A numeric vector containing the corresponding states.
true_asymmetry	The value for the true asymmetry.
alpha	The significance level (default is 0.05).
temporal	Logical. If temporal = TRUE (default), the test is performed for a time series. Otherwise, the test is performed 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 performs the hypothesis test based on the ordinal asymmetry relying on Theorem 7.1.1 in \insertCiteweiss2019distance;textualotsfeatures. Otherwise, the test based on Theorem 4.1 in \insertCiteweiss2019distance;textualotsfeatures is carried out.

Value

The results of the hypothesis test.

Author(s)

Ángel López-Oriona, José A. Vilar

References

\insertRef

weiss2019distanceotsfeatures

Examples

results_test <- test_ordinal_asymmetry(AustrianWages$data[[100]],
states = 0 : 5, true_asymmetry = 2) # Performing the hypothesis test associated with the
# ordinal asymmetry for one OTS in dataset AustrianWages

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