Comment by mellavora

as an alternate to cirpus's reply, and noting that in roenxi's example roenxi is using the R packaged supplied by the paper's author (suggesting a real interest in understanding), I again refer to page 4 of the article.

"it is not very hard to prove that the minimum possible value of [the proposed measure] is −1/2 + O(1/n), and the minimum is attained when the top n/2 values of Yi are placed alternately with the bottom n/2 values. ...Theorem 1.1 only applies to i.i.d. samples. Therefore a large negative value of [the measure] has only one possible interpretation: the data does not resemble an i.i.d. sample."

roenxi, I congratulate your example, it shows that you are working to understand the measure. "where does it break" is always a good question.