normwhn.test: Normality and White Noise Testing
Version 1.0

Includes Omnibus Univariate and Multivariate Normality Tests (See Doornik and Hansen (1994)). One variation allows for the possibility of weak dependence rather than independence in the variable(s). Also included is an univariate white noise test where the null hypothesis is "white noise" rather than strict "white noise".

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AuthorPeter Wickham
Date of publication2012-10-29 08:59:18
MaintainerPeter Wickham <peterwickham@mac.com>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("normwhn.test")

Man pages

normality.test1: Omnibus Normality Test with Independence
normality.test2: Omnibus Normality Test under Weak Dependence
normwhn.test-package: Normality and White Noise Testing
whitenoise.test: Univariate Test for White Noise

Functions

normality.test1 Man page Source code
normality.test2 Man page Source code
normwhn.test Man page
norwhn.test-package Man page
whitenoise.test Man page Source code

Files

NAMESPACE
man
man/normwhn.test-package.Rd
man/normality.test2.Rd
man/whitenoise.test.Rd
man/normality.test1.Rd
DESCRIPTION
MD5
R
R/normality.test2.R
R/normality.test1.R
R/whitenoise.test.R
normwhn.test documentation built on May 20, 2017, 12:05 a.m.