Testing multimodal distribution

Specific Domains Statistics
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#1

I am trying to find implementations of any statistical method to test whether a sample is unimodal or multimodal distributed.
From Wikipedia Multimodal Distribution, you can find multiple example of such tests. In particular:

An implementation of the dip test is available for the R programming language.[56] The p-values for the dip statistic values range between 0 and 1. P-values less than 0.05 indicate significant multimodality and p-values greater than 0.05 but less than 0.10 suggest multimodality with marginal significance [57].

Is there anything like this in julia?

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#2

Not that I am aware of — maybe implement one of these methods and put it in a package. I recently came across the “folding” test

https://hal.archives-ouvertes.fr/hal-01951676/document

which looks intuitively appealing, haven’t used it yet though. But it should be easy to implement.

#3

Maybe HypothesisTests.jl would be a good place?

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#4

Thanks for the link, I’ll give it a shot and present it to HypothesisTests if it works

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