nortsTest: Assessing Normality of Stationary Process

Despite that several tests for normality in stationary processes have been proposed in the literature, consistent implementations of these tests in programming languages are limited. Four normality test are implemented. The Lobato and Velasco's, Epps, Psaradakis and Vavra, and the random projections tests for stationary process. Some other diagnostics such as, unit root test for stationarity, seasonal tests for seasonality, and arch effect test for volatility; are also performed. The package also offers residual diagnostic for linear time series models developed in several packages.

Package details

AuthorAsael Alonzo Matamoros [aut, cre], Alicia Nieto-Reyes [aut], Rob Hyndman [ctb], Mitchell O'Hara-Wild [ctb], Trapletti A. [ctb]
MaintainerAsael Alonzo Matamoros <asael.alonzo@gmail.com>
LicenseLGPL
Version1.0.0
URL https://github.com/asael697/nortsTest
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nortsTest")

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nortsTest documentation built on July 27, 2020, 5:07 p.m.