statsmodels.sandbox.stats.runs.Runs.runs_test

Runs.runs_test(correction=True) [source]

basic version of runs test

Parameters:	correction (bool) – Following the SAS manual, for samplesize below 50, the test statistic is corrected by 0.5. This can be turned off with correction=False, and was included to match R, tseries, which does not use any correction. based on normal distribution, with integer correction (pvalue) –