bartels.test {lawstat} | R Documentation |
This function performs the Bartels test for randomness which is based on the ranked version of von Neumann's ratio (RVN). Users can choose whether to test against two-sided, negative or positive correlation. NAs from the data are omitted.
bartels.test(y, alternative = c("two.sided", "positive.correlated", "negative.correlated"))
y |
a numeric vector of data values. |
alternative |
a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "negative.correlated" or "positive.correlated". |
A list with the following components.
statistic |
the value of the standardized Bartels statistic. |
parameter |
RVN Ratio. |
p.value |
the p-value for the test. |
data.name |
a character string giving the names of the data. |
alternative |
a character string describing the alternative hypothesis. |
Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao
Bartels, R (1982), Journal of the American Statistical Association, Volume 77, Number 377, 40-46.
## Simulate 100 observations from an autoregressive model of ## the first order AR(1) y = arima.sim(n = 100, list(ar = c(0.5))) ## Test y for randomness bartels.test(y) ## Sample Output ## ## Bartels Test - Two sided ## data: y ## Standardized Bartels Statistic -4.4929, RVN Ratio = ## 1.101, p-value = 7.024e-06