sj.test {lawstat} | R Documentation |
This function performs 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.
sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)
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 |
A list with the following numeric 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. |
Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao
Gastwirth, J. L.(1982) Statistical Properties of A Measure
of Tax Assessment Uniformity, Journal of Statistical Planning
and Inference 6, 1-12.
Gel, Y.~R., Miao, W. and Gastwirth, J.~L. (2006) Robust Directed Tests of
Normality Against Heavy Tailed Alternatives. To appear in Computational Statistic
and Data Analysis.
rqq
, rjb.test
, jarque.bera.test
(in tseries package)
data(bias) sj.test(bias) ## Test of Normality - SJ Test ## ## data: bias ## Standardized SJ Statistic = 2.5147, ratio of S to J = 1.068, p-value = 0.0216