Can someone point me to an implementation of the "runs up and runs down" test, or does such beast exist in R? From web searches the "runs up and runs down" test is commonly used for testing pseudo-random number generators and in simulations. John C. Davis describes its use in geology in his book on geological statistics (2002). Having searched the full site, I can locate only the "runs.test()" in the tseries package. JWDougherty
That's the only one I pull up with a quick search, but it seems pretty good -- what do you need from it? Best, Michael On Fri, May 18, 2012 at 7:16 PM, JWDougherty <jwd at surewest.net> wrote:> Can someone point me to an implementation of the "runs up and runs > down" test, or does such beast exist in R? From web searches the > "runs up and runs down" test is commonly used for testing pseudo-random > number generators and in simulations. ?John C. Davis describes its use > in geology in his book on geological statistics (2002). ?Having > searched the full site, I can locate only the "runs.test()" in the > tseries package. > > JWDougherty > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
JWDougherty <jwd <at> surewest.net> writes:> Can someone point me to an implementation of the "runs up and runs > down" test, or does such beast exist in R? From web searches the > "runs up and runs down" test is commonly used for testing pseudo-random > number generators and in simulations. ?John C. Davis describes its use > in geology in his book on geological statistics (2002). ?Having > searched the full site, I can locate only the "runs.test()" in the > tseries package.See the "Runs test" in the *Dieharder* random number test suite (if I understand your request properly), available in R through the 'RDieHarder' package. Hans Werner