mardi 28 mars 2017

Runs test for a pre-specified length of runs

I want to conduct runs test on my data observations but for a specified length say for runs of length 5 and test for its significance. The R functions runs.test in both randtests and lawstat packages give critical values and no. of runs but I specifically want to test for the statistically significant appearances of runs of (say) size 5 in my data. Is there any package/function in R that does that?




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