RUNTEST - Non-parametric independence test
Posted: Mon May 07, 2012 3:15 pmThis does a "run test" for an input series which shows two states (0 and 1). It tests whether the series appears to be sequentially independent versus the alternative that there are longer than expected runs of single states.
@RunTest( options ) x start end
Options
[ESTIMATE]/NOESTIMATE indicates whether the prob(success) should be estimated or input
PI=input probability of 1 [.5] (used if NOESTIMATE)
runtest.src- Procedure file
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@RunTest( options ) x start end
Options
[ESTIMATE]/NOESTIMATE indicates whether the prob(success) should be estimated or input
PI=input probability of 1 [.5] (used if NOESTIMATE)