runs.test | R Documentation |

Computes the runs test for randomness of the dichotomous (binary) data
series `x`

.

runs.test(x, alternative = c("two.sided", "less", "greater"))

`x` |
a dichotomous factor. |

`alternative` |
indicates the alternative hypothesis and must be
one of |

This test searches for randomness in the observed data series
`x`

by examining the frequency of runs. A "run" is defined as a
series of similar responses.

Note, that by using the alternative `"less"`

the null of
randomness is tested against some kind of "under-mixing"
("trend"). By using the alternative `"greater"`

the null of
randomness is tested against some kind of "over-mixing"
("mean-reversion").

Missing values are not allowed.

A list with class `"htest"`

containing the following components:

`statistic` |
the value of the test statistic. |

`p.value` |
the p-value of the test. |

`method` |
a character string indicating what type of test was performed. |

`data.name` |
a character string giving the name of the data. |

`alternative` |
a character string describing the alternative hypothesis. |

A. Trapletti

S. Siegel (1956): *Nonparametric Statistics for the Behavioural
Sciences*, McGraw-Hill, New York.

S. Siegel and N. J. Castellan (1988): *Nonparametric Statistics for the
Behavioural Sciences*, 2nd edn, McGraw-Hill, New York.

x <- factor(sign(rnorm(100))) # randomness runs.test(x) x <- factor(rep(c(-1,1),50)) # over-mixing runs.test(x)

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