runstest
Run test for randomness
Syntax
Description
returns
a test decision for the null hypothesis that the values in the data
vector h
= runstest(x
)x
come in random order, against the alternative
that they do not. The test is based on the number of runs of consecutive
values above or below the mean of x
. The result h
is 1
if
the test rejects the null hypothesis at the 5% significance level,
or 0
otherwise.
h = runstest(___,
returns
a test decision using additional options specified by one or more
name-value pair arguments. For example, you can change the significance
level of the test, specify the algorithm used to calculate the p-value,
or conduct a one-sided test.Name,Value
)
Examples
Input Arguments
Output Arguments
References
[1] Gibbons, Jean Dickinson, and Subhabrata Chakraborti. Nonparametric Statistical Inference. 5th ed. Boca Raton: CRC Press, 2011.
Version History
Introduced before R2006a