symmetry {symmetry}

symmetry: A package which implements tests for symmetry of random samples, linear models and generalized autoregressive conditional heteroskedasticity (GARCH) models

Description

The package contains a large number of tests for symmetry (and their bootstrap variants), which can be used to test the symmetry of random samples or of model residuals. Currently, the supported models are linear models and generalized autoregressive conditional heteroskedasticity (GARCH) models (fitted with the 'fGarch' package). The tests are implemented using the 'Rcpp' package which ensures great performance.

Details

To see the available tests, see TestStatistics

For documentation on how to perform the tests, see symmetry_test