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Testing for randomness

Liaw, Andy 
It's hard to tell what you're looking for.  There are some white noise tests
in time series, some of which, I imagine, are implemented in some of the
time series packages for R.  There are tests for quality of pseudo-random
number generators, probably the best known being Marsaglia's DIEHARD battery
of tests.  You can find them by googling.  They are not in R, though, AFAIK.

Andy

Thread (2 messages)

Liaw, Andy Testing for randomness Apr 17 Peter Dalgaard Testing for randomness Apr 17