Many Jarque-Bera normality tests {Rfast2}

Many Jarque-Bera normality tests

Description

Many Jarque-Bera normality tests.

Usage

jbtests(x)
jbtest(x)

Arguments

x

A matrix with the data, where the rows denote the observations and the columns are the variables. In the case of a single sample, then this must be a vector and "jbtest" is to be used.

Details

The Jarque-Bera univariate normality test is performed for each column (variable) of the matrix x.

Value

A matrix with two columns, or a vector with two elements. Either way, the test statistic value and its associated p-value.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <[e-mail]>.

References

Yazici B. and Yolacan S. (2007). A comparison of various tests of normality. Journal of Statistical Computation and Simulation, 77(2): 175–183.

See Also

normal.etest

Examples

x <- matrix( rnorm(100 * 20), ncol = 20 )
a <- jbtests(x) 
x <- rnorm(100)
jbtest(x)