On Tue, Jun 25, 2024 at 01:47:27AM +0000, 邹林志08963 wrote: > where are the values in array critical_runs come from ? > for example, when there are total 50 sample points, if the total runs > value is larger than 19, then the value of a and b is reliable. > > the comment is "Critical value for number of runs of residuals with same > sign. 5% critical region for now." > what is the formula or method to get the runs value of 19 for 50 samples?
It's the Wald-Wolfowitz runs test with the assumption that n1==n2. The table is calculated like this: - for i < 8 it's 0 - for i >= 8 it's mu - sqrt(var) * z where: mu = 2.0 * (i / 2.0) * (i / 2.0) / i + 1.0 var = (mu - 1.0) * (mu - 2.0) / (i - 1) z = 1.65 -- Miroslav Lichvar -- To unsubscribe email [email protected] with "unsubscribe" in the subject. For help email [email protected] with "help" in the subject. Trouble? Email [email protected].
