RUNTEST—Non-parametric independence test

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

RUNTEST—Non-parametric independence test

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This does a "run test" for an input series which shows two states (0 and 1). It tests whether the series appears to be sequentially independent versus the alternative that there are longer than expected runs of single states.

runtest.src

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Last bumped by TomDoan on Tue Sep 05, 2017 10:01 am.
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