Nothing
## x<-c(1,3,3,4,6,8,9,3,5,6,7,8,9,10,11,12, 13, 14,15)
## turning point code
##
turning.point.test <- function(x, alternative="two.sided"){
stopifnot(is.numeric(x))
dname <- deparse(substitute(x))
# Delete consecutive repeated values
if (min(abs(diff(x)))==0){
d<-which(diff(x) %in% 0)
x<-x[-d]
}
# Main code
n <- length(x)
mu <- 2*(n-2)/3
var <- (16*n-29)/90
tp <- sign(apply(embed(x,3), 1, diff))
tp <- tp[1,]*tp[2,]
test.sum <- -sum(tp[tp<0])
test <- (test.sum-mu)/sqrt(var)
# p-value
pv0 <- pnorm(test)
if (alternative=="two.sided"){pv <- 2*min(pv0,1-pv0); alternative<-"non randomness"}
if (alternative=="left.sided"){pv <- pv0; alternative<-"positive serial correlation"}
if (alternative=="right.sided"){pv <- 1-pv0; alternative<-"negative serial correlation"}
# output
names(n)="n"
rval <- list(statistic = c(statistic=test), tp=test.sum, p.value = pv, method = "Turning Point Test",
data.name = dname, parameter=n, n=n, alternative=alternative)
class(rval) <- "htest"
return(rval)
}
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