Description Usage Arguments Details Value Author(s) References Examples
A powerful omnibus test for normality.
1 |
z |
vector of data |
This test is derived as a Lagrange multiplier test for normal distribution in the family of Pearson distributions (Jarque and Bera, 1987 ).
LM |
value of the LM statistic |
pvalue |
p-value |
A.I. McLeod
Jarque, C.M. and Bera, A.K. (1987). A Test for Normality of Observations and Regression Residuals. International Statistical Review 55, 163-172
1 2 3 4 5 6 7 8 9 | #some normal data
z<-rnorm(100)
JarqueBeraTest(z)
#some skewed data
z<-rexp(100)
JarqueBeraTest(z)
#some thick tailed data
z<-rt(100,5)
JarqueBeraTest(z)
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