DataLab is a compact statistics package aiming at exploratory data analysis. Please visit the DataLab Web site for more information....


RunsTestSerial

Declaration: RunsTestSerial (Data: TDoubleArray): double;
The function RunsTestSerial tests for numeric randomness of the data contained in the array Data by applying a Wald-Wolfowitz runs test after dichotomisation (using the median as the threshold). The function returns the corresponding p-value (a low p-value indicates non-randomness).