sf.test: Shapiro-Francia test for normality

In nortest: Tests for Normality

Description

Performs the Shapiro-Francia test for the composite hypothesis of normality, see e.g. Thode (2002, Sec. 2.3.2).

Usage

sf.test(x)

Arguments

x	a numeric vector of data values, the number of which must be between 5 and 5000. Missing values are allowed.

Details

The test statistic of the Shapiro-Francia test is simply the squared correlation between the ordered sample values and the (approximated) expected ordered quantiles from the standard normal distribution. The p-value is computed from the formula given by Royston (1993).

Value

A list with class “htest” containing the following components:

statistic	the value of the Shapiro-Francia statistic.
p.value	the p-value for the test.
method	the character string “Shapiro-Francia normality test”.
data.name	a character string giving the name(s) of the data.

Note

The Shapiro-Francia test is known to perform well, see also the comments by Royston (1993). The expected ordered quantiles from the standard normal distribution are approximated by qnorm(ppoints(x, a = 3/8)), being slightly different from the approximation qnorm(ppoints(x, a = 1/2)) used for the normal quantile-quantile plot by qqnorm for sample sizes greater than 10.

Author(s)

Juergen Gross

References

Royston, P. (1993): A pocket-calculator algorithm for the Shapiro-Francia test for non-normality: an application to medicine. Statistics in Medicine, 12, 181–184.

Thode Jr., H.C. (2002): Testing for Normality. Marcel Dekker, New York.

See Also

shapiro.test for performing the Shapiro-Wilk test for normality. ad.test, cvm.test, lillie.test, pearson.test for performing further tests for normality. qqnorm for producing a normal quantile-quantile plot.

Examples

sf.test(rnorm(100, mean = 5, sd = 3))
sf.test(runif(100, min = 2, max = 4))

nortest documentation built on May 1, 2019, 7:41 p.m.