β campaign index Β· all candidates
8 novel Β· 0 crypto-prior Β· 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper Β· provenance | Coverage |
|---|---|---|---|---|
| #18 | vonneumann_ratioRatio of mean-square successive difference to total variance of the path β a parameter-free serial-structure / smoothness statistic; low values = tren |
AndriSignorell/DescTools GPL-2/GPL-3 |
DOI:10.1214/aoms/1177731677 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #19 | bartels_rank_vn_ratioRank version of the von Neumann ratio: mean-square successive rank-difference over rank variance; a distribution-free serial-dependence/randomness sta |
cran/randtests GPL-2.0-or-later |
DOI:10.1080/01621459.1982.1047 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #20 | mann_kendall_s_zMann-Kendall monotonic-trend statistic: the normalized sum over all ordered bar pairs of the sign of (later value minus earlier value) β a rank-based, |
cran/Kendall GPL-2 (Kendall pkg); pymannkendall |
DOI:10.2307/1907187 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #21 | turning_point_rate_zStandardized count of turning points (bars that are a strict local max or local min vs their two neighbors) β high values indicate oscillatory/mean-re |
cran/randtests GPL (>= 2) |
DOI:10.1111/j.2517-6161.1954.t git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #22 | difference_sign_test_zStandardized count of positive first-differences (number of up-moves) across the lookback β a parameter-free sign-balance-of-increments statistic dist |
cran/aTSA GPL (>= 2) |
DOI:10.1093/biomet/42.1-2.80 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #23 | cox_stuart_trend_zCox-Stuart quick sign test for trend: pair the i-th value of the first half with the i-th of the second half, count how often the second exceeds the f |
cran/randtests GPL (>= 2) |
DOI:10.1093/biomet/42.1-2.80 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #24 | foster_stuart_records_dFoster-Stuart record-breaking trend statistic: difference between counts of upper-record and lower-record breaks over the lookback β distribution-free |
JorgeCastilloMateo/RecordTest GPL (>= 3) |
DOI:10.1111/j.2517-6161.1954.t git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #97 | sign_markov_slem_spectral_gap_mixing_threestateSecond-largest-eigenvalue-modulus (SLEM) / spectral-gap mixing rate of the 3-state sign transition matrix: |lambda_2| where lambda_2 is the eigenvalue β lag-1 sign Markov chain |
github.com/TommasoBelluzzo/PyDTMC (MarkovChain.mMIT |
DOI:10.1137/S0036144503423264 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |