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".
|Date of publication||2012-10-29 08:59:18|
|Maintainer||Peter Wickham <email@example.com>|