Tests if the returns of a set of assets are normally distributed.
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any rectangular time series object which can be converted by the
a character string, which allows to select the test.
an integer value, the number of bootstrap replicates, by
default 100. This value is only used if
returns an object of class
Diethelm Wuertz for this Rmetrics port.
Rizzo M.L. (2002); A New Rotation Invariant Goodness-of-Fit Test, PhD dissertation, Bowling Green State University.
Szekely G.J., Rizzo, M.L. (2005); A New Test for Multivariate Normality, Journal of Multivariate Analysis 93, 58–80.
Szekely G.J. (1989); Potential and Kinetic Energy in Statistics, Lecture Notes, Budapest Institute of Technology, TechnicalUniversity.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
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