View source: R/sigex.gausscheck.r
sigex.gausscheck | R Documentation |
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.
sigex.gausscheck(resids)
resids |
A T x N matrix of residuals |
tests: output of shapiro.tests routine of R
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