[R] Randomness tests

Bert Gunter bgunter.4567 at gmail.com
Fri Sep 25 19:47:13 CEST 2015


Yes, but I'll just note offlist that a test for "any deviation from
randomness" is mathematically impossibile (ask on stackexchange for
why if you like), so you may wish to think about the issue more
carefully -- or consult a local statistician for advice.

Cheers,
Bert
Bert Gunter

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
   -- Clifford Stoll


On Fri, Sep 25, 2015 at 9:54 AM, Giorgio Garziano
<giorgio.garziano at ericsson.com> wrote:
> Good suggestion, thanks.
>
> -----Original Message-----
> From: Jeff Newmiller [mailto:jdnewmil at dcn.davis.CA.us]
> Sent: venerdì 25 settembre 2015 18:49
> To: Giorgio Garziano; r-help at r-project.org
> Subject: Re: [R] Randomness tests
>
> You are way off topic for this list. Perhaps stats.stackexchange.com would be a better place to ask such a question.
> ---------------------------------------------------------------------------
> Jeff Newmiller                        The     .....       .....  Go Live...
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> Research Engineer (Solar/Batteries            O.O#.       #.O#.  with
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> ---------------------------------------------------------------------------
> Sent from my phone. Please excuse my brevity.
>
> On September 25, 2015 9:31:15 AM PDT, Giorgio Garziano <giorgio.garziano at ericsson.com> wrote:
>>I am interested in any kind of deviation from randomness.
>>
>>I would like to know if the fact that a time series can take values
>>only from the set {-1, 1} restricts the type of randomness tests that
>>can be done.
>>
>>--
>>
>>Giorgio Garziano
>>
>>
>>
>>       [[alternative HTML version deleted]]
>>
>>______________________________________________
>>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide
>>http://www.R-project.org/posting-guide.html
>>and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



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