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
stats.stackexchange.com/questions/29731/regression-when-the-ols-residuals-are-not-normally-distributed
stats.stackexchange.com/questions/2492/is-normality-testing-essentially-useless
en.wikipedia.org/wiki/D%27Agostino%27s_K-squared_test
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- 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
- 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
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