Internal implementation of the runs test for randomness.
Performs the runs test against a threshold value, returning a list of
class "htest" with the test statistic, p-value, and related
diagnostics. This function is called internally by sigma3.
Usage
.runs.test(
x,
alternative = "two.sided",
threshold = median(x),
pvalue = "normal",
plot = FALSE
)Arguments
- x
A numeric vector containing the data.
- alternative
Character; the alternative hypothesis. One of
"two.sided"(default),"left.sided", or"right.sided"(abbreviations"t","l","r"are accepted).- threshold
Numeric; the threshold used to dichotomise
xinto above/below; defaults tomedian(x).- pvalue
Character; method to compute p-values;
"normal"(default, normal approximation) or"exact"(exact distribution).- plot
Logical; reserved for future use; currently ignored.
Value
A list of class "htest" with elements:
- statistic
Normalised test statistic.
- p.value
Asymptotic (or exact) p-value.
- runs
Total number of runs.
- mu
Expected number of runs under the null.
- var
Variance of the number of runs under the null.
- method
Character description of the test.
- data.name
Name of the data object.
- parameter
Named vector with runs, n1, n2, n.
- alternative
Description of the alternative hypothesis.