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".

Package details

AuthorPeter Wickham
Date of publication2012-10-29 08:59:18
MaintainerPeter Wickham <[email protected]>
Package repositoryView on CRAN
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normwhn.test documentation built on May 30, 2017, 2:06 a.m.