This package implements the evaluation of the cumulative distribution function P(T < T_obs | N) of the weighted-runs statistic originally defined in
Frederik Beaujean and Allen Caldwell. A Test Statistic for Weighted Runs. Journal of Statistical Planning and Inference 141, no. 11 (November 2011): 3437–46. doi:10.1016/j.jspi.2011.04.022 arXiv:1005.3233
The authors further derived an approximation to be able to compute the cumulative also for large numbers of observations in
Frederik Beaujean and Allen Caldwell. Is the bump significant? An axion-search example arXiv:1710.06642
where they renamed the weighted-runs statistic to the SQUARES statistic.
This code is based on the original implementation by Frederik Beaujean in c++ and mathematica.
To install RunStatistics.jl, start Julia and run
julia> using Pkg
julia> pkg"add RunStatistics"and
julia> using RunStatisticsto use the functions the package provides.
For an explanation on the theory behind the package and how to use it for your data, see the Documentation for stable version.
When using RunStatistics.jl for research, teaching or similar, please cite the original authors' work:
@article{beaujean2011test,
title={A test statistic for weighted runs},
author={Beaujean, Frederik and Caldwell, Allen},
journal={Journal of Statistical Planning and Inference},
volume={141},
number={11},
pages={3437--3446},
year={2011},
publisher={Elsevier}
}
@article{Beaujean:2017eyq,
author = "Beaujean, Frederik and Caldwell, Allen and Reimann, Olaf",
title = "{Is the bump significant? An axion-search example}",
year = "2017",
eprint = "1710.06642",
archivePrefix = "arXiv",
primaryClass = "hep-ex",
SLACcitation = "%%CITATION = ARXIV:1710.06642;%%"
}