Computational Model Library

ergodicity_test (1.0.0)

This Python module contain a function that is able to test the ergodicity of a given agent based model. It is sufficient to produce one long time series and many smaller time series. The function uses the Wald-Walfowitz nonparametric test to test whether the moments coming from the subsamples of the long time series come from the same distribution of the moment computed over the many smaller time series. To use the test the time series has to be stationary (use stationary_test module)

Release Notes

Associated Publications

ergodicity_test 1.0.0

Submitted by Jakob Grazzini Published Nov 29, 2010 Last modified Feb 23, 2018

This Python module contain a function that is able to test the ergodicity of a given agent based model. It is sufficient to produce one long time series and many smaller time series. The function uses the Wald-Walfowitz nonparametric test to test whether the moments coming from the subsamples of the long time series come from the same distribution of the moment computed over the many smaller time series. To use the test the time series has to be stationary (use stationary_test module)

Cite this Model

Jakob Grazzini (2013, April 27). “ergodicity_test” (Version 1.0.0). CoMSES Computational Model Library. Retrieved from: https://www.comses.net/codebases/2282/releases/1.0.0/

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Contributors
Jakob Grazzini
DOI
No assigned DOI
Model Version
1.0.0
License
GPL-2.0
Programming Language
C
Software Framework
None
Operating System
Other
Publish Date
Monday, November 29, 2010
Last Updated
Tuesday, February 20, 2018
Downloads 513
Peer Review
Unreviewed
Version Submitter First published Last modified Status
1.0.0 Jakob Grazzini Mon Nov 29 19:22:53 2010 Tue Feb 20 16:05:16 2018 Published

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