sigex.gausscheck: Wrapper for Shapiro-Wilks test of normality

View source: R/sigex.gausscheck.r

sigex.gausscheckR Documentation

Wrapper for Shapiro-Wilks test of normality

Description

Background: model-fitting is an entropy maximizing transformation of the data, producing residuals that should resemble Gaussian white noise. We can test whether the marginal distribution is normal with Shapiro-Wilks.

Usage

sigex.gausscheck(resids)

Arguments

resids

A T x N matrix of residuals

Value

tests: output of shapiro.tests routine of R


jlivsey/sigex documentation built on May 25, 2024, 4:17 a.m.