NormalityTest (JDistlib 0.0.7 API)

java.lang.Object
- jdistlib.disttest.NormalityTest

```
public class NormalityTest
extends Object
```
A package about normality testing. Taken from various places.

Author:

Roby Joehanes

Constructor Summary

Constructors
Constructor and Description

NormalityTest()

Constructors
Constructor and Description
`NormalityTest()`

Method Summary

Methods
Modifier and Type	Method and Description
`static double`	`anderson_darling_pvalue(double value, int n)`
`static double`	`anderson_darling_statistic(double[] X)`
`static double`	`cramer_vonmises_pvalue(double w, int n)`
`static double`	`cramer_vonmises_statistic(double[] X)`
`static double`	`dagostino_pearson_pvalue(double value)`
`static double`	`dagostino_pearson_statistic(double[] X)` Calculate D'Agostino-Pearson test for normality.
`static double`	`jarque_bera_pvalue(double value)`
`static double`	`jarque_bera_statistic(double[] X)` Calculate Jarque-Bera Normality Test.
`static double`	`kolmogorov_lilliefors_pvalue(double k, int n)`
`static double`	`kolmogorov_lilliefors_statistic(double[] X)` Exactly identical as kolmogorov_smirnov_statistic
`static double`	`kolmogorov_smirnov_pvalue(double d, double[] X)`
`static double`	`kolmogorov_smirnov_statistic(double[] X)`
`static double`	`shapiro_francia_pvalue(double w, int n)` P-value of Shapiro-Francia normality test
`static double`	`shapiro_francia_statistic(double[] X)` Shapiro-Francia normality test
`static double`	`shapiro_wilk_pvalue(double w, int n)`
`static double`	`shapiro_wilk_statistic(double[] X)`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - NormalityTest
```
public NormalityTest()
```
- Method Detail
  - shapiro_wilk_statistic
```
public static final double shapiro_wilk_statistic(double[] X)
```
  - shapiro_wilk_pvalue
```
public static final double shapiro_wilk_pvalue(double w,
                         int n)
```
    Parameters:
    w -
    n - The length of the array
    
    Returns:
  - anderson_darling_statistic
```
public static final double anderson_darling_statistic(double[] X)
```
  - anderson_darling_pvalue
```
public static final double anderson_darling_pvalue(double value,
                             int n)
```
    Parameters:
    value -
    n - The length of the array
    
    Returns:
  - cramer_vonmises_statistic
```
public static final double cramer_vonmises_statistic(double[] X)
```
  - cramer_vonmises_pvalue
```
public static final double cramer_vonmises_pvalue(double w,
                            int n)
```
    Parameters:
    w -
    n - The length of the array
    
    Returns:
  - dagostino_pearson_statistic
```
public static final double dagostino_pearson_statistic(double[] X)
```
    Calculate D'Agostino-Pearson test for normality. Follows Chi^2 distribution with df = 2. This is the infamous omnibus test. Note: It breaks down for n <= 7. See:
    Doornik, Hansen, An Omnibus Test for Univariate and Multivariate Normality, 1994
    
    Parameters:
    X -
    
    Returns:
  - dagostino_pearson_pvalue
```
public static final double dagostino_pearson_pvalue(double value)
```
  - jarque_bera_statistic
```
public static final double jarque_bera_statistic(double[] X)
```
    Calculate Jarque-Bera Normality Test. Follows Chi^2 distribution with df = 2
    http://en.wikipedia.org/wiki/Jarque-Bera_test
    
    Parameters:
    X -
    
    Returns:
  - jarque_bera_pvalue
```
public static final double jarque_bera_pvalue(double value)
```
  - kolmogorov_smirnov_statistic
```
public static final double kolmogorov_smirnov_statistic(double[] X)
```
  - kolmogorov_smirnov_pvalue
```
public static final double kolmogorov_smirnov_pvalue(double d,
                               double[] X)
```
    Parameters:
    d -
    X - The original array with which you invoked kolmogorov_smirnov_statistic
    
    Returns:
  - kolmogorov_lilliefors_statistic
```
public static final double kolmogorov_lilliefors_statistic(double[] X)
```
    Exactly identical as kolmogorov_smirnov_statistic
    
    Parameters:
    X -
    
    Returns:
  - kolmogorov_lilliefors_pvalue
```
public static final double kolmogorov_lilliefors_pvalue(double k,
                                  int n)
```
    Parameters:
    k -
    n - The length of the array
    
    Returns:
  - shapiro_francia_statistic
```
public static final double shapiro_francia_statistic(double[] X)
```
    Shapiro-Francia normality test
    
    Parameters:
    X - a sorted array of values
    
    Returns:
  - shapiro_francia_pvalue
```
public static final double shapiro_francia_pvalue(double w,
                            int n)
```
    P-value of Shapiro-Francia normality test
    
    Parameters:
    w - the result from ShapiroFrancia's statistic
    n - the length of the original array
    
    Returns:

Class NormalityTest

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

NormalityTest

Method Detail

shapiro_wilk_statistic

shapiro_wilk_pvalue

anderson_darling_statistic

anderson_darling_pvalue

cramer_vonmises_statistic

cramer_vonmises_pvalue

dagostino_pearson_statistic

dagostino_pearson_pvalue

jarque_bera_statistic

jarque_bera_pvalue

kolmogorov_smirnov_statistic

kolmogorov_smirnov_pvalue

kolmogorov_lilliefors_statistic

kolmogorov_lilliefors_pvalue

shapiro_francia_statistic

shapiro_francia_pvalue