Re: [R] a series of 1's and -1's

From: Roger Bivand <Roger.Bivand_at_nhh.no>
Date: Thu 12 Jan 2006 - 18:42:25 EST


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
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: Roger.Bivand@nhh.no

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Received on Thu Jan 12 18:55:27 2006

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