Energy based normality test | R Documentation |
Energy based normality test.
normal.etest(x, R = 999)
x |
A numerical vector. |
R |
The number of Monte Carlo samples to generate. |
The energy based normality test is performed where the p-value is computed via parametric bootstrap. The function is faster than the original implementation in the R package "energy".
A vector with two values, the test statistic value and the Monte Carlo (parametric bootstrap) based p-value.
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.
Szekely G. J. and Rizzo M.L. (2005) A New Test for Multivariate Normality. Journal of Multivariate Analysis, 93(1): 58–80.
jbtest
x <- rnorm(100)
normal.etest(x)
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