Perform the robust directed test of normality, which is based on the ratio of the
classical standard deviation \(S\) to the robust standard deviation \(J\)
(Average Absolute Deviation from the Median, MAAD) of the sample data.
See Gel_etal_2007;textuallawstat.
Usage
sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)
Value
A list of class "htest" with the following components:
statistic
the standardized test statistic.
p.value
the \(p\)-value.
parameter
the ratio of the classical standard deviation \(S\) to
the robust standard deviation \(J\).
data.name
a character string giving the name of the data.
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 \(t\)-distribution (default) or empirically.
N
number of Monte Carlo simulations for the empirical critical values.
Author
Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao