A class to compute confidence intervals and hypothesis tests involving mean, variance, kurtosis and skewness of a univariate random variable.
Parameters: | endog : 1darray
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Attributes
endog | 1darray | Data to be analyzed |
nobs | float | Number of observations |
Methods
ci_kurt([sig, upper_bound, lower_bound]) | Returns the confidence interval for kurtosis. |
ci_mean([sig, method, epsilon, gamma_low, ...]) | Returns the confidence interval for the mean. |
ci_skew([sig, upper_bound, lower_bound]) | Returns the confidence interval for skewness. |
ci_var([lower_bound, upper_bound, sig]) | Returns the confidence interval for the variance. |
plot_contour(mu_low, mu_high, var_low, ...) | Returns a plot of the confidence region for a univariate mean and variance. |
test_joint_skew_kurt(skew0, kurt0[, ...]) | Returns - 2 x log-likelihood and the p-value for the joint |
test_kurt(kurt0[, return_weights]) | Returns -2 x log-likelihood and the p-value for the hypothesized kurtosis. |
test_mean(mu0[, return_weights]) | Returns - 2 x log-likelihood ratio, p-value and weights for a hypothesis test of the mean. |
test_skew(skew0[, return_weights]) | Returns -2 x log-likelihood and p-value for the hypothesized skewness. |
test_var(sig2_0[, return_weights]) | Returns -2 x log-likelihoog ratio and the p-value for the |
Methods
ci_kurt([sig, upper_bound, lower_bound]) | Returns the confidence interval for kurtosis. |
ci_mean([sig, method, epsilon, gamma_low, ...]) | Returns the confidence interval for the mean. |
ci_skew([sig, upper_bound, lower_bound]) | Returns the confidence interval for skewness. |
ci_var([lower_bound, upper_bound, sig]) | Returns the confidence interval for the variance. |
plot_contour(mu_low, mu_high, var_low, ...) | Returns a plot of the confidence region for a univariate mean and variance. |
test_joint_skew_kurt(skew0, kurt0[, ...]) | Returns - 2 x log-likelihood and the p-value for the joint |
test_kurt(kurt0[, return_weights]) | Returns -2 x log-likelihood and the p-value for the hypothesized kurtosis. |
test_mean(mu0[, return_weights]) | Returns - 2 x log-likelihood ratio, p-value and weights for a hypothesis test of the mean. |
test_skew(skew0[, return_weights]) | Returns -2 x log-likelihood and p-value for the hypothesized skewness. |
test_var(sig2_0[, return_weights]) | Returns -2 x log-likelihoog ratio and the p-value for the |