[R] Testing for randomness

pfm401@lineone.net pfm401 at lineone.net
Fri Mar 28 10:09:34 CET 2003


Dear all,

Is there a test in R for the randomness of a sequence of observations (e.g.
to test the random number generator)? Specifically I am looking for autocorrelations
which are not necessarily linear in nature, which the acf function does
not seem to be flexible enough to detect as it tests for linear autocorrelation.

Thanks in advance,
Paul.



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