Description Usage Arguments Details Value Note Author(s) References See Also

View source: R/normality.test1.R

Performs the Doornik-Hansen (1994) Omnibus Test for Normality

1 |

`x` |
Input matrix by row n (observations) and column p (variables) |

In the univariate case, the input matrix is row n (observations) by 1

A list with class `htest`

containing the following components:

`sk` |
skewness statistics |

`k` |
kurtosis statistics |

`rtb1` |
skewness of standardized variables |

`b2` |
kurtosis of standardized variables |

`z1` |
skewness of transformed variables |

`z2` |
kurtosis of transformed variables |

`pvalsk` |
p-values under null of no skewness |

`pskneg` |
p-values under null of no negative skewness |

`pskpos` |
p-values under null of no positive skewness |

`pvalk` |
p-values under null of no kurtosis |

`pkneg` |
p-values under null of no negative kurtosis |

`pkpos` |
p-values under null of no positive kurtosis |

`Ep` |
value of the normality test statistic |

`dof` |
degrees of freedom |

`Sig.Ep` |
significance of normality test statistic |

The test is designed to deal with small samples rather than the asymptotic version commonly-known as the Jarque-Bera test

Peter Wickham

Doornik, J.A., and H. Hansen (1994). "An Omnibus Test for Univariate and Multivariate Normality", Working Paper, Nuffield College, Oxford University, Oxford, U.K

normality.test2

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