Energy based normality test {Rfast2}

Energy based normality test

Description

Energy based normality test.

Usage

normal.etest(x, R = 999)

Arguments

x

A numerical vector.

R

The number of Monte Carlo samples to generate.

Details

The energy based normality test is performed where the p-value is computed via parametric bootstrap. The function is faster than the original implementation in the R package "energy".

Value

A vector with two values, the test statistic value and the Monte Carlo (parametric bootstrap) based p-value.

Author(s)

Michail Tsagris

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

References

Szekely G. J. and Rizzo M.L. (2005) A New Test for Multivariate Normality. Journal of Multivariate Analysis, 93(1): 58–80.

See Also

jbtest

Examples

x <- rnorm(100)
normal.etest(x)