normality.test1 {normwn.test} | R Documentation |
Performs the Doornik-Hansen (1994) omnibus test for normality
normality.test1(x)
x |
input matrix by row n (observations) and column p (variables) |
In the univariate case, the input matrix is row n (observations) by 1
A list with class htest
containing the following components:
sk |
skewness statistics |
k |
kurtosis statistics |
rtb1 |
skewness of standardized variables |
b2 |
kurtosis of standardized variables |
z1 |
skewness of transformed variables |
z2 |
kurtosis of transformed variables |
pvalsk |
p-values under null of no skewness |
pskneg |
p-values under null of no negative skewness |
ppskpos |
p-values under null of no positive skewness |
pvalk |
p-values under null of no kurtosis |
pkneg |
p-values under null of no negative kurtosis |
pkpos |
p-values under null of no positive kurtosis |
Ep |
value of normality test statistic |
dof |
degrees of freedom |
Sig.Ep |
significance of normality test statistic |
The test is designed to deal with small samples rather than the asymptotic version commonly-known as the Jarque-Bera test.
Peter Wickham
Doornik, J.A, and H. Hansen (1994). "An Omnibus Test for Univariate and Multivariate Normality. Working Paper, Nuffield College, Oxford, U.K.
normality.test2