Packages

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scalation.stat

Normality

object Normality

The Normality object provides methods for testing Normality based on skewness and kurtosis. Such test are more suitable for large sample sizes where more powerful goodness-of-fit tests tend to frequently reject Normality.

See also

en.wikipedia.org/wiki/D%27Agostino%27s_K-squared_test

stats.stackexchange.com/questions/2492/is-normality-testing-essentially-useless

stats.stackexchange.com/questions/29731/regression-when-the-ols-residuals-are-not-normally-distributed

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  1. def normalKurtosis(d: VectorD): Double

    Test vector data 'd' to see if its kurtosis is sufficiently close to Normal.

    Test vector data 'd' to see if its kurtosis is sufficiently close to Normal.

    d

    the data vector to be tested for Normality

  2. def normalSkew(d: VectorD): Double

    Test vector data 'd' to see if its skewness is sufficiently close to Normal.

    Test vector data 'd' to see if its skewness is sufficiently close to Normal.

    d

    the data vector to be tested for Normality