normwn.test: Normality and White Noise Testing
Includes Omnibus Univariate and Multivariate Normality
Tests (See Doornik and Hansen (1994)). One variation allows for
the possiblity of weak dependence rather than independence in
the variable(s). Also included is an univariate white noise
test where the null hypothesis is for "white noise" rather than
"strict white noise". The package deals with similar approaches
to testing as the "nortest","moments",and "mvnormtest" packages
in R.
| Version: |
1.2 |
| Published: |
2008-09-01 |
| Author: |
Peter Wickham |
| Maintainer: |
Peter Wickham <peterwickham at mac.com> |
| License: |
GPL-3 |
| CRAN checks: |
normwn.test results |
Downloads: