[R] Nonparametric test of randomness (Run Test)

[Ajay Shah]

Suppose you have a returns vector r, which contains values like +3,
-2, -7, +3, etc. Then say:

  require(tseries);
  test = runs.test(factor(sign(r)))
  print(test)

If you want to access the prob value of the test from within a
program, this is found in test$p.value

-- 
Ajay Shah                                                   Consultant
ajayshah at mayin.org                      Department of Economic Affairs
http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi