> > 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
I examed this formula with i up to 129, and the result is same with critical_runs array ! thanks very much!
