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Home MathPack Statis Functions RunsTestSerial
See also: ExactRunsTest, RunsTest 

RunsTestSerial

Unit: SDL_statis
Class: none
Declaration: function RunsTestSerial (Data: TVector; var p: double): boolean;

The function RunsTestSerial tests for numeric randomness of the data contained in the vector Data by applying a Wald-Wolfowitz runs test after dichotomisation (using the median as threshold). The function returns TRUE if the p-value is less than 0.05 (which indicates non-randomness).

Last Update: 2015-May-15