normwhn.test: Normality and White Noise Testing

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".

Author
Peter Wickham
Date of publication
2012-10-29 08:59:18
Maintainer
Peter Wickham <peterwickham@mac.com>
License
GPL-3
Version
1.0

View on CRAN

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

Files in this package

normwhn.test
normwhn.test/NAMESPACE
normwhn.test/man
normwhn.test/man/normwhn.test-package.Rd
normwhn.test/man/normality.test2.Rd
normwhn.test/man/whitenoise.test.Rd
normwhn.test/man/normality.test1.Rd
normwhn.test/DESCRIPTION
normwhn.test/MD5
normwhn.test/R
normwhn.test/R/normality.test2.R
normwhn.test/R/normality.test1.R
normwhn.test/R/whitenoise.test.R