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

Performs the Epps test for normality. The null hypothesis (H0) is that the given data follows a stationary Gaussian process.

1 | ```
epps.test(y)
``` |

`y` |
a numeric vector or an object of the |

The Epps test minimize the process' empirical characteristic function using a
quadratic loss in terms of the process two first moments. The test was proposed
by *Epps, T.W. (1987)* and implemented by *Nieto-Reyes, A.,
Cuesta-Albertos, J. & Gamboa, F. (2014)* using the `amoebam()`

function of
*Press, W.H., Teukolsky, S.A., Vetterling, W.T. and Flannery, B.P. (2007)*.

a h.test class with the main results of the Epps hypothesis test. The h.test class have the following values:

"epps"The Epps statistic

"df"The test degrees freedoms

"p.value"The p value

"alternative"The alternative hypothesis

"method"The used method

"data.name"The data name.

Asael Alonzo Matamoros and Alicia Nieto-Reyes.

Epps, T.W. (1987). Testing that a stationary time series is Gaussian. *The
Annals of Statistic*. 15(4), 1683-1698.

Nieto-Reyes, A., Cuesta-Albertos, J. & Gamboa, F. (2014). A random-projection
based test of Gaussianity for stationary processes. *Computational
Statistics & Data Analysis, Elsevier*, vol. 75(C), pages 124-141.

Press, W.H., Teukolsky, S.A., Vetterling, W.T. and Flannery, B.P. (2007).
Numerical Recipes. The Art of Scientific Computing. *Cambridge
University Press*.

1 2 3 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.