run_test.m

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a c

## Copyright (C) 1995, 1996, 1997  Friedrich Leisch
## 
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
## 
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details. 
## 
## You should have received a copy of the GNU General Public License
## along with this file.  If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## usage:  [pval, chisq] = run_test (x)
##
## Performs a chi-square test with 6 degrees of freedom based on the
## upward runs in the columns of x.  Can be used to test whether x
## contains independent data.
##
## If no output argument is given, the pval is displayed.
  
## Author:  FL <[e-mail]>
## Description:  Run test for independence
  
function [pval, chisq] = run_test (x)

  if (nargin != 1)
    usage ("run_test (x)");
  endif

  A = [4529.4,  9044.9, 13568,  18091,  22615,  27892;
       9044.4, 18097,   27139,  36187,  45234,  55789;
      13568,   27139,   40721,  54281,  67852,  83685;
      18091,   36187,   54281,  72414,  90470, 111580;
      22615,   45234,   67852,  90470, 113262, 139476;
      27892,   55789,   83685, 111580, 139476, 172860];

  b = [1/6; 5/24; 11/120; 19/720; 29/5040; 1/840];
  
  n = rows (x);
  r = run_count (x, 6) - n * b * ones (1, columns(x));

  chisq = diag (r' * A * r)' / n;
  pval  = chisquare_cdf (chisq, 6);
  
  if (nargout == 0)
    printf("pval:  %g\n", pval);
  endif
  
endfunction