test_ordinal_asymmetry {otsfeatures}

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 Weiß (2019). Otherwise, the test based on Theorem 4.1 in Weiß (2019) is carried out.

Value

The results of the hypothesis test.

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

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