runtest tests whether the observations of x
are serially
independent i.e. whether they occur in a random order, by counting
how many runs there are above and below a threshold. By default, the median
is used as the threshold. A small number of runs indicates positive serial
correlation; a large number indicates negative serial correlation.
infer_runs_test( data, x, drop = FALSE, split = FALSE, mean = FALSE, threshold = NA )
data | a |
---|---|
x | numeric; column in |
drop | logical; if TRUE, values equal to the threshold will be dropped
from |
split | logical; if TRUE, data will be recoded in binary format |
mean | logical; if TRUE, mean will be used as threshold |
threshold | threshold to be used for counting runs, specify 0 if data is coded as a binary. |
infer_runs_test
returns an object of class "infer_runs_test"
.
An object of class "infer_runs_test"
is a list containing the
following components:
number of observations
within group sum of squares
number below the threshold
number above the threshold
expected number of runs
variance of the number of runs
number of runs
z statistic
p-value of z
runs_test()
has been deprecated. Instead use infer_runs_test()
.
Sheskin, D. J. 2007. Handbook of Parametric and Nonparametric Statistical Procedures, 4th edition. : Chapman & Hall/CRC.
Edgington, E. S. 1961. Probability table for number of runs of signs of first differences in ordered series. Journal of the American Statistical Association 56: 156–159.
Madansky, A. 1988. Prescriptions for Working Statisticians. New York: Springer.
Swed, F. S., and C. Eisenhart. 1943. Tables for testing randomness of grouping in a sequence of alternatives. Annals of Mathematical Statistics 14: 66–87.
infer_runs_test(hsb, read) #> Runs Test #> Total Cases: 200 #> Test Value : 50 #> Cases < Test Value: 101 #> Cases > Test Value: 99 #> Number of Runs: 95 #> Expected Runs: 100.99 #> Variance (Runs): 49.73874 #> z Statistic: -0.8493358 #> p-value: 0.3956945 infer_runs_test(hsb, read, drop = TRUE) #> Runs Test #> Total Cases: 200 #> Test Value : 50 #> Cases < Test Value: 83 #> Cases > Test Value: 99 #> Number of Runs: 89 #> Expected Runs: 91.2967 #> Variance (Runs): 44.54805 #> z Statistic: -0.3441046 #> p-value: 0.7307676 infer_runs_test(hsb, read, split = TRUE) #> Runs Test #> Total Cases: 200 #> Test Value : 50 #> Cases < Test Value: 101 #> Cases > Test Value: 99 #> Number of Runs: 95 #> Expected Runs: 100.99 #> Variance (Runs): 49.73874 #> z Statistic: -0.8493358 #> p-value: 0.3956945 infer_runs_test(hsb, read, mean = TRUE) #> Runs Test #> Total Cases: 200 #> Test Value : 52.23 #> Cases < Test Value: 115 #> Cases > Test Value: 85 #> Number of Runs: 93 #> Expected Runs: 98.75 #> Variance (Runs): 47.52418 #> z Statistic: -0.8340854 #> p-value: 0.4042329 infer_runs_test(hsb, read, threshold = 0) #> Runs Test #> Total Cases: 200 #> Test Value : 0 #> Cases < Test Value: 0 #> Cases > Test Value: 200 #> Number of Runs: 1 #> Expected Runs: 1 #> Variance (Runs): 0 #> z Statistic: NaN #> p-value: NaN