R/ad.test.R

In nortest: Tests for Normality

"ad.test" <-
function (x) 
{
    DNAME <- deparse(substitute(x))
    x <- sort(x[complete.cases(x)])
    n <- length(x)
    if (n < 8) 
        stop("sample size must be greater than 7")

    logp1 <- pnorm( (x-mean(x))/sd(x), log.p=TRUE)
    logp2 <- pnorm( -(x-mean(x))/sd(x), log.p=TRUE )
    h <-  (2 * seq(1:n) - 1) * (logp1 + rev(logp2)) 
    
    A <- -n - mean(h)
    AA <- (1 + 0.75/n + 2.25/n^2) * A
    if (AA < 0.2) {
        pval <- 1 - exp(-13.436 + 101.14 * AA - 223.73 * AA^2)
    }
    else if (AA < 0.34) {
        pval <- 1 - exp(-8.318 + 42.796 * AA - 59.938 * AA^2)
    }
    else if (AA < 0.6) {
        pval <- exp(0.9177 - 4.279 * AA - 1.38 * AA^2)
    }
    else if (AA < 10) {
        pval <- exp(1.2937 - 5.709 * AA + 0.0186 * AA^2)
    } 
    else pval <- 3.7e-24
    RVAL <- list(statistic = c(A = A), p.value = pval, method = "Anderson-Darling normality test", 
        data.name = DNAME)
    class(RVAL) <- "htest"
    return(RVAL)
}