runs.test
Runs Test
Computes the runs test for randomness of the dichotomous (binary) data
series x.
- Keywords
- ts
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.
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.
Value
A list with class "htest" containing the following components:
the value of the test statistic.
the p-value of the test.
a character string indicating what type of test was performed.
a character string giving the name of the data.
a character string describing the alternative hypothesis.
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.
Examples
# NOT RUN {
x <- factor(sign(rnorm(100))) # randomness
runs.test(x)
x <- factor(rep(c(-1,1),50)) # over-mixing
runs.test(x)
# }