Two sample Kolmogorov Smirnov test for a time series

Perform a two sample invariance test for a time series.

ks_test_ts(
  x,
  ci = 0.05,
  idx_split,
  min_quantile = 0.015,
  max_quantile = 0.985,
  seed = 1,
  plot = FALSE
)

Arguments

x

a vector.

ci

p.value for rejection.

idx_split

Index used for splitting the time series. If missing will be random sampled.

min_quantile

minimum quantile for the grid of values.

max_quantile

maximum quantile for the grid of values.

seed

random seed for two sample test.

plot

when TRUE a plot is returned, otherwise a tibble.