Runs test [CI SKIP]

include/boost/math/statistics/runs_test.hpp

@@ -0,0 +1,64 @@
+/*
+ * Copyright Nick Thompson, 2019
+ * Use, modification and distribution are subject to the
+ * Boost Software License, Version 1.0. (See accompanying file
+ * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+ */
+
+#ifndef BOOST_MATH_STATISTICS_RUNS_TEST_HPP
+#define BOOST_MATH_STATISTICS_RUNS_TEST_HPP
+
+#include <cmath>
+#include <algorithm>
+#include <boost/math/statistics/univariate_statistics.hpp>
+
+namespace boost::math::statistics {
+
+template<class RandomAccessContainer>
+auto runs_above_threshold(RandomAccessContainer const & v,
+                          typename RandomAccessContainer::value_type threshold)
+{
+    typedef boost::math::policies::policy<
+          boost::math::policies::promote_float<false>,
+          boost::math::policies::promote_double<false> >
+          no_promote_policy;
+
+    decltype(v.size()) nabove = 0;
+    decltype(v.size()) nbelow = 0;
+
+    for (auto const & x : v) {
+        if (x > threshold) {
+            ++nabove;
+        }
+        if (x < threshold) {
+            ++nbelow;
+        }
+    }
+    Real n = nabove + nbelow;
+
+    Real mu = Real(1) + Real(2*nabove*nbelow)/Real(n);
+    Real var = 2*nabove*nbelow*(2*nabove*nbelow-n)/Real(n*n*(n-1));
+}
+
+template<class RandomAccessContainer>
+auto runs_above_median(RandomAccessContainer const & v)
+{
+    using Real = typename RandomAccessContainer::value_type;
+    using std::log;
+    using std::sqrt;
+
+    Real median;
+
+    {
+        // We have to memcpy v because the median does a partial sort,
+        // and that would be catastrophic for the runs test.
+        auto w = v;
+        median = boost::math::statistics::median(w);
+    }
+
+
+    return runs_above_threshold(v, median);
+}
+
+}
+#endif