jarque.bera.normality.test.simple <- function(skewness
,kurtosis
,sample.size
,input = c("fisher") #todo - pearson
,conf.level = .95
,alternative = #c("two.sided") #,"less",
"greater"#)
)
{
validate.htest.alternative(alternative = alternative)
sk.test <- skewness.test.simple(skewness, sample.size, conf.level = conf.level)
ku.test <- kurtosis.test.simple(kurtosis, sample.size, conf.level = conf.level)
chi.sq <- sample.size*((sk.test$estimate[4]^2)/6 + (ku.test$estimate[4] -3)^2/24)
df <- 2
p.value <- if (alternative[1] == "two.sided") {
tmp<-pchisq(chi.sq,df)
min(tmp,1-tmp)*2
} else if (alternative[1] == "greater") {
pchisq(chi.sq,df,lower.tail = FALSE)
} else if (alternative[1] == "less") {
pchisq(chi.sq,df,lower.tail = TRUE)
} else {
NA
}
chilower = NA #qchisq((1 - conf.level)/2, df)
chiupper = NA #qchisq((1 - conf.level)/2, df, lower.tail = FALSE)
estimate <- c( #g3.z.square = rmnames(sk.test$estimate[2]^2)
#,g4.z.square = rmnames(ku.test$estimate[2]^2)
df = rmnames(df)
,sample.size = sample.size
#,g3.z = rmnames(sk.test$estimate[2])
#,g3.p.value = rmnames(sk.test$p.value)
,g3.skewness = rmnames(sk.test$estimate[1])
,g3.root.b1 = rmnames(sk.test$estimate[4])
#,g3.lowerci = rmnames(sk.test$conf.int[1])
#,g3.upperci = rmnames(sk.test$conf.int[2])
#,g4.z = rmnames(ku.test$estimate[2])
#,g4.p.value = rmnames(ku.test$p.value)
,g4.kurtosis = rmnames(ku.test$estimate[1])
,g4.b2 = rmnames(ku.test$estimate[4])
#,g4.lowerci = rmnames(ku.test$conf.int[1])
#,g4.upperci = rmnames(ku.test$conf.int[2])
)
retval<-list(data.name = "input data",
statistic = c(chi.square = chi.sq),
estimate = estimate,
parameter = df,
p.value = rmnames(p.value),
null.value = df,
alternative = alternative[1],
method = "Jarque-Bera Normality Test ",
conf.int = c(chilower,chiupper)
)
#names(retval$estimate) <- c("sample skewness","z statistic")
names(retval$null.value) <- "chi.square"
names(retval$parameter) <- "null hypothesis chi.square"
attr(retval$conf.int, "conf.level") <- conf.level
class(retval)<-"htest"
retval
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.