Learn R Programming

normwhn.test (version 1.0)

Normality and White Noise Testing

Description

Includes Omnibus Univariate and Multivariate Normality Tests (See Doornik and Hansen (1994)). One variation allows for the possibility of weak dependence rather than independence in the variable(s). Also included is an univariate white noise test where the null hypothesis is "white noise" rather than strict "white noise".

Copy Link

Version

Install

install.packages('normwhn.test')

Monthly Downloads

13

Version

1.0

License

GPL-3

Maintainer

Peter Wickham

Last Published

October 29th, 2012

Functions in normwhn.test (1.0)

whitenoise.test

Univariate Test for White Noise
normality.test2

Omnibus Normality Test under Weak Dependence
normwhn.test-package

Normality and White Noise Testing
normality.test1

Omnibus Normality Test with Independence