norm_test_jb {AnnuityRIR} | R Documentation |

## Compute the Jarque-Bera test for checking the assumption of normality of the interest rates distribution and returns the parameters of the fitted normal distribution.

### Description

Compute the Jarque-Bera test for checking the assumption of normality of the interest rates distribution and returns the parameters of the fitted normal distribution.

### Usage

```
norm_test_jb(data)
```

### Arguments

`data` |
A vector of interest rates. |

### Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

### Source

Cruz Rambaud, S.; Maturo, F. and Sánchez Pérez A. M. (2015):
“Approach of the value of an annuity when non-central moments of the capitalization factor are known:
an R application with interest rates following normal and beta distributions”. *Ratio Mathematica*, 28(1),
pp. 15-30. doi: 10.23755/rm.v28i1.25.

### Examples

```
#example 1
data=c(0.298,0.255,0.212,0.180,0.165,0.163,0.167,0.161,
0.154,0.128,0.079,0.059,0.042,-0.008,-0.012,-0.002)
norm_test_jb(data)
# example 2
data<-rnorm(n=30,m=0.03,sd=0.01)
norm_test_jb(data)
# example 3
data=runif(999, min = 0, max = 1)
norm_test_jb(data)
# example 4
data=c(0.00,-0.05,-0.05,-0.06,-0.06,0.02,-0.06,-0.05,-0.04,-0.05,
-0.03,-0.06,0.04,-0.05,-0.08,-0.05,-0.12,-0.03,-0.05,-0.04,-0.06)
norm_test_jb(data)
```

[Package

*AnnuityRIR*version 1.0-0 Index]