# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2006, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: NORMALITY TESTS: # normalTest Test suite for normality tests # ksnormTest One sample Kolmogorov-Smirnov normality test # shapiroTest Shapiro-Wilk normality test # jarqueberaTest Jarque-Bera normality test # dagoTest D'Agostino normality test # FUNCTION: FROM NORTEST PACKAGE: # adTest Anderson-Darling normality test # cvmTest Cramer-von Mises normality test # lillieTest Lilliefors (Kolmogorov-Smirnov) normality test # pchiTest Pearson chi-square normality test # sfTest Shapiro-Francia normality test # FUNCTION: MORE TESTS ... # runsTest Runs test for detecting non-randomness [tseries] # gofnorm Reports on several tests of normality # FUNCTION ADDON: DESCRIPTION: # jbTable Table of finite sample p values for the JB test # pjb Computes probabilities for the Jarque Bera Test # qjb Computes quantiles for the Jarque Bera Test # jbTest Performs finite sample adjusted JB LM and ALM test ################################################################################ test.normalTests = function() { if (FALSE) { require(akima) # Normal Data: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") X = rnorm(50) TEST = ksnormTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = shapiroTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = jarqueberaTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = jbTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = dagoTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = adTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = cvmTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = lillieTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = pchiTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = sfTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") } # Return Value: return() } # ------------------------------------------------------------------------------ test.normalTestsTS = function() { if (FALSE) { require(akima) # URL = "http://www.itp.phys.ethz.ch/econophysics/R/data/textbooks/" # SRC = "ZivotWang/data/msft.dat.csv" # DATA = paste(URL, SRC, sep = "") # download.file(DATA, destfile = "msft.dat.csv") # msft.dat = readSeries("msft.dat.csv") # from Ecofin ... X = returnSeries(as.timeSeries(data(msft.dat)))[, 1] TEST = ksnormTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = shapiroTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = jarqueberaTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = jbTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = dagoTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = adTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = cvmTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = lillieTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = pchiTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") TEST = sfTest(X) print(TEST) checkIdentical(as.character(class(TEST)), "fHTEST") } # Return Value: return() } ################################################################################