normwhn.test: Normality and White Noise Testing

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".

Version: 1.0
Published: 2010-08-11
Author: Peter Wickham
Maintainer: Peter Wickham <peterwickham at mac.com>
License: GPL-3
CRAN checks: normwhn.test results

Downloads:

Package source: normwhn.test_1.0.tar.gz
MacOS X binary: normwhn.test_1.0.tgz
Windows binary: normwhn.test_1.0.zip
Reference manual: normwhn.test.pdf