You could try to zip your data file and see whether there is a change in file size that you feel is significant in which case the series is not random (-: To be sure, there is no such thing as a positive test for randomness, only tests for specific deviations of randomness of which the runs.test and the entropy are just two examples. Zip programs use a whole bunch of these tests to compress files by finding structure in the data. best, ingmar
> From: Roger Bivand <[EMAIL PROTECTED]> > Reply-To: [EMAIL PROTECTED] > Date: Thu, 12 Jan 2006 08:42:25 +0100 (CET) > To: Mark Leeds <[EMAIL PROTECTED]> > Cc: R-Stat Help <[email protected]> > Subject: Re: [R] a series of 1's and -1's > > 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. >> >> >> >> ********************************************************************** >> This email and any files transmitted with it are confidentia...{{dropped}} >> >> ______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >> > > -- > Roger Bivand > Economic Geography Section, Department of Economics, Norwegian School of > Economics and Business Administration, Helleveien 30, N-5045 Bergen, > Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 > e-mail: [EMAIL PROTECTED] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
