## BDS test

Purpose

Description

Tips

Macro Synopsis

Modules

Related Functions

References

### Purpose

Determinism test

### Description

"BDS test" examines whether the given signal is deterministic or stochastic. It is based on a calculation of the Correlation integral .
If the test value

with a known distribution function is significantly different from a
standard normal distribution, it can be concluded that the given
signal is deterministic. The decision whether a significant difference
of the distribution functions is given can be made performing a
Gauss test (Test for non-normal-distributed data).

The F(m) values are returned as a signal and displayed in the message window as well.

The signal returned from BDS test contains F(m).

Parameters are

- maximum embedding dimension
`mmax`
- relative radius r.

Note that since this function operates on a 'pure' time series, the scale and the shift of the given signal do not affect the result.

### Tips

Typically, the relative radius should be about 0.1 or 0.2.

### Macro Synopsis

`y = BDSTest(x,mmax,r);`

signal x,y;

int mmax;

float r;

### Modules

Statistics

### Related Functions

Correlation integral, Kolmogorov-Smirnov test,
Test for different histograms,
Test for different means, Test for different variances,
Test for non-normal-distributed data,
Test for non-white-noise,
Test for the mean of a Gaussian, Test for the variance of a Gaussian,
Wilcoxon test.

### References

Brock et al. [18]