wawotest.default performs a Wald Wolfowitz test of
the random distribution of the values in a vector. The function
wawotest.ltraj performs this tests for the descriptive
dist in an object of class
ltraj. The function
wawotest is generic.
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a character string specifying the alternative hypothesis, must be one of "greater" (default), "less" or "two-sided"
additional arguments to be passed to other functions
The statistic of the test is equal to A = sum(y(i) y(i+1)), with y(N+1) = y(1). Under the hypothesis of a random distribution of the values in the vector, this statistic is normally distributed, with theoretical means and variances given in Wald & Wolfowitz (1943).
wawotest.default returns a vector containing the value of the
a), its esperance (
ea), its variance
va), the normed statistic (
za) and the
wawotest.ltraj returns a table giving these values for
the descriptive parameters of the trajectory.
Stephane Dray [email protected]
Wald, A. & Wolfowitz, J. (1943) An exact test for randomness in the non-parametric case based on serial correlation. Ann. Math. Statist., 14, 378–388.
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