Runs up and runs down test

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Runs up and runs down test

JohnDee
Can someone point me to an implementation of the "runs up and runs
down" test, or does such beast exist in R? From web searches the
"runs up and runs down" test is commonly used for testing pseudo-random
number generators and in simulations.  John C. Davis describes its use
in geology in his book on geological statistics (2002).  Having
searched the full site, I can locate only the "runs.test()" in the
tseries package.  

JWDougherty

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Re: Runs up and runs down test

Michael Weylandt
That's the only one I pull up with a quick search, but it seems pretty
good -- what do you need from it?

Best,
Michael

On Fri, May 18, 2012 at 7:16 PM, JWDougherty <[hidden email]> wrote:

> Can someone point me to an implementation of the "runs up and runs
> down" test, or does such beast exist in R? From web searches the
> "runs up and runs down" test is commonly used for testing pseudo-random
> number generators and in simulations.  John C. Davis describes its use
> in geology in his book on geological statistics (2002).  Having
> searched the full site, I can locate only the "runs.test()" in the
> tseries package.
>
> JWDougherty
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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Re: Runs up and runs down test

Hans W Borchers
In reply to this post by JohnDee
JWDougherty <jwd <at> surewest.net> writes:

> Can someone point me to an implementation of the "runs up and runs
> down" test, or does such beast exist in R? From web searches the
> "runs up and runs down" test is commonly used for testing pseudo-random
> number generators and in simulations.  John C. Davis describes its use
> in geology in his book on geological statistics (2002).  Having
> searched the full site, I can locate only the "runs.test()" in the
> tseries package.

See the "Runs test" in the *Dieharder* random number test suite
(if I understand your request properly),
available in R through the 'RDieHarder' package.

Hans Werner

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Re: Runs up and runs down test

JohnDee
On Sat, 19 May 2012 09:50:27 +0200
Hans W Borchers <[hidden email]> wrote:

> JWDougherty <jwd <at> surewest.net> writes:
>
> > Can someone point me to an implementation of the "runs up and runs
> > down" test, or does such beast exist in R? From web searches the
> > "runs up and runs down" test is commonly used for testing
> > pseudo-random number generators and in simulations.  John C. Davis
> > describes its use in geology in his book on geological statistics
> > (2002).  Having searched the full site, I can locate only the
> > "runs.test()" in the tseries package.
>
> See the "Runs test" in the *Dieharder* random number test suite
> (if I understand your request properly),
> available in R through the 'RDieHarder' package.
>
> Hans Werner
>
Thank you Hans.  I'm not sure if it will work or not.  If it is
embedded in the suite and can't be used on other data, it will not
work.  Thanks very much for the help.

JWDougherty

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