[R] Testing for randomness

Liaw, Andy andy_liaw at merck.com
Thu Apr 17 14:09:46 CEST 2003


It's hard to tell what you're looking for.  There are some white noise tests
in time series, some of which, I imagine, are implemented in some of the
time series packages for R.  There are tests for quality of pseudo-random
number generators, probably the best known being Marsaglia's DIEHARD battery
of tests.  You can find them by googling.  They are not in R, though, AFAIK.

Andy

> -----Original Message-----
> From: Wayne Jones [mailto:JonesW at kssg.com]
> Sent: Thursday, April 17, 2003 4:30 AM
> To: 'r-help at stat.math.ethz.ch'
> Subject: [R] Testing for randomness
> 
> 
> Hi there, 
> 
> Does anyone know whether R has an inbuilt function to test if 
> a series of
> numbers is completely random??
> 
> thanks in advance, 
> 
> Wayne
> 
> 
> Dr Wayne R. Jones
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