Skip to content

A function for random test based on longest run (UNCLASSIFIED)

4 messages · bogdan romocea, Brian Ripley, Dirk Eddelbuettel

#
> ?runs.test
Also, take a look at dieharder, it implements a large number of
randomness tests:
http://www.phy.duke.edu/~rgb/General/dieharder.php
#
On 27 December 2007 at 12:08, bogdan romocea wrote:
|   > require(tseries)
|   > ?runs.test
| Also, take a look at dieharder, it implements a large number of
| randomness tests:
| http://www.phy.duke.edu/~rgb/General/dieharder.php

Also note that CRAN has an RDieHarder package that provides access to
DieHarder tests from R.  RDieHarder is currently happier on Linux than on
Windows. If anybody wants to contribute build instructions for Windows ...

Dirk
1 day later
#
On Thu, 27 Dec 2007, Dirk Eddelbuettel wrote:

            
It's not easy on Linux!  There is a src/Makefile that ignores most of the 
info from how R was built, including CC, CFLAGS andlibrary pats such as 
/usr/local/lib64.  And that's if you can get dieharder built: it gave me 
lots of errors before succeeding.  I managed to build from the SRPM, but 
that installed with the include files without read permissions.

But I've succeeded on Windows, and RDieHarder is now in the CRANextras 
collection (and so can be installed from the menus etc). I'll send Dirk 
separately notes on what I had to do to make it work.
#
Brian,
On 29 December 2007 at 17:03, Prof Brian Ripley wrote:
| On Thu, 27 Dec 2007, Dirk Eddelbuettel wrote:
| 
| >
| > On 27 December 2007 at 12:08, bogdan romocea wrote:
| > |   > require(tseries)
| > |   > ?runs.test
| > | Also, take a look at dieharder, it implements a large number of
| > | randomness tests:
| > | http://www.phy.duke.edu/~rgb/General/dieharder.php
| >
| > Also note that CRAN has an RDieHarder package that provides access to
| > DieHarder tests from R.  RDieHarder is currently happier on Linux than on
| > Windows. If anybody wants to contribute build instructions for Windows ...
| 
| It's not easy on Linux!  There is a src/Makefile that ignores most of the 
| info from how R was built, including CC, CFLAGS andlibrary pats such as 
| /usr/local/lib64.  

Ack, that needs fixing for amd64 etc. The rest worked for us...

| And that's if you can get dieharder built: it gave me 
| lots of errors before succeeding.  

FWIW, Robert, DieHarder's principal author (CC'ed), works on a Fedora system,
and we know of successful ports to (at least) BSD.  So unless you tell us how
it fails there is little we can do.

| I managed to build from the SRPM, but 
| that installed with the include files without read permissions.
|
| But I've succeeded on Windows,

Excellent!  I had one quick look a few month ago on my MinGW setup at work
and ... didn't have enough (and interest) to make it work.  But having a
working RDieHarder on Windows would be very useful, so thanks!

| and RDieHarder is now in the CRANextras 
| collection (and so can be installed from the menus etc). I'll send Dirk 
| separately notes on what I had to do to make it work.

I look forward to receiving those.  We also got patches from Anton
Korobeynikov (CC'ed) for building DieHarder on Windoze but I haven't had time
to look at those.

Thanks, Dirk