pyhctsa.operations.hypothesis_tests.hypothesis_test¶

pyhctsa.operations.hypothesis_tests.hypothesis_test(x, the_test='signtest')¶

Perform statistical hypothesis testing on a time series.

Deprecated in hctsa in favor of marginal_tests() (tests about the distribution of values) and independence_tests() (tests of serial independence), to which this dispatches.

Parameters:¶

x : array-like¶

Input time series.

the_test : str, optional¶

Type of hypothesis test to perform:

• ’signtest’, ‘vartest’, ‘ztest’, ‘signrank’, ‘jbtest’: see marginal_tests()

• ’runsz’, ‘runstest’, ‘lbq’: see independence_tests()

Default is 'signtest'.

Returns:¶

P-value from the statistical test (identical to that of the function it dispatches to; the z-statistic of the runs test for ‘runsz’). A small p-value (< 0.05) typically indicates rejection of the null hypothesis.

Return type:¶

float