ci_ordinal_asymmetry {otsfeatures}

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 Weiß (2019). Otherwise, the interval is constructed according to Theorem 4.1 in Weiß (2019).

Value

The confidence interval.

Author(s)

Ángel López-Oriona, José A. Vilar

References

Weiß CH (2019). “Distance-based analysis of ordinal data and ordinal time series.” Journal of the American Statistical Association.

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