norm.2008RJB | R Documentation |
Given an univariate sample x, it tests
H_0 : x\textrm{ is from normal distribution} \quad vs\quad H_1 : \textrm{ not } H_0
using a test procedure by Gel and Gastwirth (2008), which is a robustified version Jarque-Bera test.
norm.2008RJB(x, C1 = 6, C2 = 24, method = c("asymptotic", "MC"), nreps = 2000)
x |
a length-n data vector. |
C1 |
a control constant. Authors proposed C1=6 for nominal level of α=0.05. |
C2 |
a control constant. Authors proposed C2=24 for nominal level of α=0.05. |
method |
method to compute p-value. Using initials is possible, |
nreps |
the number of Monte Carlo simulations to be run when |
a (list) object of S3
class htest
containing:
a test statistic.
p-value under H_0.
alternative hypothesis.
name of the test.
name(s) of provided sample data.
gel_robust_2008SHT
## generate samples from uniform distribution x = runif(28) ## test with both methods of attaining p-values test1 = norm.2008RJB(x, method="a") # Asymptotics test2 = norm.2008RJB(x, method="m") # Monte Carlo
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