On Wed, 11 Jan 2006, Mark Leeds wrote:
> Does anyone know of a simple test
> in any R package that given
> a series of negative ones and positive
> ones ( no other values are possible in the series )
> returns a test of whether the series is random or not.
> ( a test at each point would be good but
> I can use the apply function to implement
> that ) ?
help.search("runs") points to function runs.test() in package tseries,
with examples:
x <- factor(sign(rnorm(100))) # randomness
runs.test(x)
x <- factor(rep(c(-1, 1), 50)) # over-mixing
runs.test(x)
which looks like your case
>
> thanks.
>
>
>
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--
Roger Bivand
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Economics and Business Administration, Helleveien 30, N-5045 Bergen,
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