ci_ordinal_skewness function

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

ci_ordinal_skewness constructs a confidence interval for the ordinal skewness (block distance) UTF-8

ci_ordinal_skewness(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.

Returns

The confidence interval.

Details

If temporal = TRUE (default), the function constructs the confidence interval for the ordinal skewness relying on Theorem 7.1.1 in if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="weiss2019distance;textual",package="otsfeatures",cached_env=.Rdpack.currefs) . Otherwise, the interval is constructed according to Theorem 4.1 in if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="weiss2019distance;textual",package="otsfeatures",cached_env=.Rdpack.currefs) .

Examples

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

References

Rdpack::insert_ref(key="weiss2019distance",package="otsfeatures")

Author(s)

Ángel López-Oriona, José A. Vilar