runstest
"ud")Run test for randomness in the vector x.
h = runstest (x) calculates the number of runs of
consecutive values above or below the mean of x and tests the null
hypothesis that the values in the data vector x come in random order.
h is 1 if the test rejects the null hypothesis at the 5% significance
level, or 0 otherwise.
h = runstest (x, v) tests the null hypothesis based
on the number of runs of consecutive values above or below the specified
reference value v. Values exactly equal to v are omitted.
h = runstest (x, calculates the number of
runs up or down and tests the null hypothesis that the values in the data
vector x follow a trend. Too few runs indicate a trend, while too
many runs indicate an oscillation. Values exactly equal to the preceding
value are omitted.
"ud")
h = runstest (…, Name, Value) specifies
additional options to the above tests by one or more Name-Value
pair arguments.
| Name | Value | |
|---|---|---|
"alpha" | the significance level. Default is 0.05. | |
"method" | a string specifying the method used to
compute the p-value of the test. It can be either "exact" to use an
exact algorithm, or "approximate" to use a normal approximation. The
default is "exact" for runs above/below, and for runs up/down when
the length of x is less than or equal to 50. When testing for runs up/down
and the length of x is greater than 50, then the default is
"approximate", and the "exact" method is not available. | |
"tail" | a string specifying the alternative hypothesis |
"both" | two-tailed (default) | ||
"left" | left-tailed | ||
"right" | right-tailed |
Source Code: runstest