runstest
statistics: h = runstest (x)
statistics: h = runstest (x, v)
statistics: h = runstest (x, 'ud')
statistics: h = runstest (…, Name, Value)
statistics: [h, pval, stats] = runstest (…)
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