[R] Testing for randomness
Prof. Brian Ripley
ripley at stats.ox.ac.uk
Fri Mar 28 17:39:04 CET 2003
Autocorrelations are by definition linear. Do you mean non-linear
dependencies in a bivariate scatterplot?
There are many such tests, but R is not the plase to find them. Pierre
l'Ecuyer has a test suite, and George Marsaglia's DIEHARD can still be
On Fri, 28 Mar 2003 pfm401 at lineone.net wrote:
> 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,
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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