sj.test {lawstat} | R Documentation |
Test of Normality – SJ Test
Description
Perform the robust directed test of normality, which is based on the ratio of the
classical standard deviation to the robust standard deviation
(Average Absolute Deviation from the Median, MAAD) of the sample data.
See Gel et al. (2007).
Usage
sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)
Arguments
x |
a numeric vector of data values. |
crit.values |
a character string specifying how the critical values should be
obtained, i.e., approximated by the |
N |
number of Monte Carlo simulations for the empirical critical values. |
Value
A list of class "htest"
with the following components:
statistic |
the standardized test statistic. |
p.value |
the |
parameter |
the ratio of the classical standard deviation |
data.name |
a character string giving the name of the data. |
Author(s)
Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao
References
Gel YR, Miao W, Gastwirth JL (2007). “Robust directed tests of normality against heavy-tailed alternatives.” Computational Statistics & Data Analysis, 51(5), 2734–2746. doi:10.1016/j.csda.2006.08.022.
See Also
rqq
, rjb.test
,
jarque.bera.test
Examples
data(bias)
sj.test(bias)