The Runs Test
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%PURPOSE: check if the positive and negative runs in the vector x is random or not.
%-----------------------------
%USAGE: z=runtest(x)
%where: z is the z stat for a run
% x=a vector variable (nobs x 1)
%-----------------------------
%
%The function could be used on any data with a binomial distribution.
%But the user need to assign positivity and negativity to the two states in
%the data.
%
%Reference: Siegal (1956), Nonparametric Statistics.
Cite As
Wei Li (2024). The Runs Test (https://www.mathworks.com/matlabcentral/fileexchange/4421-the-runs-test), MATLAB Central File Exchange. Retrieved .
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Version | Published | Release Notes | |
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1.0.0.0 |