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

normwhn.test documentation built on May 30, 2017, 2:06 a.m.

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