test_ordinal_asymmetry function

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

test_ordinal_asymmetry performs the hypothesis test associated with the ordinal asymmetry for the block distance UTF-8

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.

Returns

The results of the hypothesis test.

Details

If temporal = TRUE (default), the function performs the hypothesis test based on the ordinal asymmetry 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 test based on Theorem 4.1 in if(!exists(".Rdpack.currefs")) .Rdpack.currefs <-new.env();Rdpack::insert_citeOnly(keys="weiss2019distance;textual",package="otsfeatures",cached_env=.Rdpack.currefs) is carried out.

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

References

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

Author(s)

Ángel López-Oriona, José A. Vilar