Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Tests for Gaussianity and whiteness #1776

Open
abhisrkckl opened this issue May 30, 2024 · 0 comments
Open

Tests for Gaussianity and whiteness #1776

abhisrkckl opened this issue May 30, 2024 · 0 comments

Comments

@abhisrkckl
Copy link
Contributor

We have the whitened residuals available via Residuals.calc_whitened_resids().

It will be useful to test the Gaussianity and whiteness of the whitened residuals to make sure that the timing model takes care of everything.

Example: https://arxiv.org/abs/2010.06109
They use the Anderson-Darling test for Gaussianity and the Ljung-Box test for whiteness.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant