normfit {LambertW} | R Documentation |
Performs a check whether data is Gaussian or not. Graphical and statistical inference.
normfit(data, volatility = FALSE, plot = TRUE, ...)
data |
data |
volatility |
should the squared data and its autocorrelation be plotted |
plot |
should graphical inference be plotted (histogram, densities, qqplot, ...) |
... |
... |
Three normality tests are returned (each of class htest)
ad |
Anderson Darling |
sw |
Shapiro-Wilk |
sf |
Shapiro-Francia |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
x=rLambertW(200, theta=c(0.1, 0, 1)) fit=IGMM(x) plot(fit) summary(fit) fitl=MLE_LambertW(x) normfit(x) x.d=get.input(x, fitl$theta)$x x11() normfit(x.d)