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:
statistic
the value of the test statistic.
p.value
the p-value of the test.
method
a character string indicating what type of test was
performed.
data.name
a character string giving the name of the data.
alternative
a 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.