Computes the runs test for randomness of the dichotomous (binary) data
series x.
Usage
runs.test(x, alternative = c("two.sided", "less", "greater"))
Arguments
x
a dichotomous factor.
alternative
indicates the alternative hypothesis and must be
one of "two.sided" (default), "less", or
"greater". You can specify just the initial letter.
Value
A list with class "htest" containing the following components:
statisticthe value of the test statistic.
p.valuethe p-value of the test.
methoda character string indicating what type of test was
performed.
data.namea character string giving the name of the data.
alternativea character string describing the alternative
hypothesis.
Details
This test searches for randomness in the observed data series
x by examining the frequency of runs. A "run" is defined as a
series of similar responses.
Note, that by using the alternative "less" the null of
randomness is tested against some kind of "under-mixing"
("trend"). By using the alternative "greater" the null of
randomness is tested against some kind of "over-mixing"
("mean-reversion").
Missing values are not allowed.
References
S. Siegel (1956): Nonparametric Statistics for the Behavioural
Sciences, McGraw-Hill, New York.
S. Siegel and N. J. Castellan (1988): Nonparametric Statistics for the
Behavioural Sciences, 2nd edn, McGraw-Hill, New York.