sj.test: Test of Normality - SJ Test

In vlyubchich/lawstat: Tools for Biostatistics, Public Policy, and Law

Test of Normality – SJ Test

Description

Perform the robust directed test of normality, which is based on the ratio of the classical standard deviation S to the robust standard deviation J (Average Absolute Deviation from the Median, MAAD) of the sample data. See \insertCiteGel_etal_2007;textuallawstat.

Usage

sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)

Arguments

x	a numeric vector of data values.
crit.values	a character string specifying how the critical values should be obtained, i.e., approximated by the t-distribution (default) or empirically.
N	number of Monte Carlo simulations for the empirical critical values.

Value

A list of class "htest" with the following components:

statistic	the standardized test statistic.
p.value	the p-value.
parameter	the ratio of the classical standard deviation S to the robust standard deviation J.
data.name	a character string giving the name of the data.

Author(s)

Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao

References

\insertAllCited

See Also

rqq, rjb.test, jarque.bera.test

Examples

data(bias)
sj.test(bias)

vlyubchich/lawstat documentation built on April 17, 2023, 12:47 a.m.