[R] changing distributions
Markus Loecher
loecher at eden.rutgers.edu
Thu Apr 26 16:42:07 CEST 2007
Dear fellow R users,
I am struggling with the task of quantifying the statistical significance of changes in a discrete distribution over time. If I was to measure e.g. the age distribution of people entering a building on a daily basis, I would naturally observe fluctuations in that distribution. Clearly, small variations would be interpreted as "sampling noise" whereas major shifts would indicate sth. more substantial. How would I quantify this ?
Would a ChiSquare test be an appropriate test for testing overall stationarity ? Or a two-way ANOVA decomposition ?
Also, what if wanted to test specific days for significant deviation from my Null model instead of overall ?
I am familiar with univariate time series change point detection algorithms but am not clear on how to translate these tools to the constrained/multivariate distribution setting.
Thanking you!
Markus
More information about the R-help
mailing list