JBGTest: Jarque-Bera Test with Glinskiy Corrections
Description
Performs the Jarque-Bera test for normality with optional corrections proposed by Glinskiy et al. (2024),
depending on whether the mean, variance, or both are known a priori.
Usage
JBGTest(y, mu = NULL, sigma2 = NULL, alpha = 0.05)
Value
An object of class "normalidad", containing:
statistic: Test statistic value.
df: Degrees of freedom (always 2).
p_value: P-value of the test.
decision: Conclusion about normality.
variant: Type of JB test applied.
method: "Jarque-Bera (Glinskiy)"
Arguments
y
A numeric vector to test for normality.
mu
Optional known mean value. Default is NULL.
sigma2
Optional known variance value. Default is NULL.
alpha
Significance level for the test (default is 0.05).
References
Glinskiy, Vladimir & Ismayilova, Yulia & Khrushchev, Sergey & Logachov, Artem & Logachova, Olga & Serga, Lyudmila & Yambartsev, Anatoly & Zaykov, Kirill. (2024). Modifications to the Jarque–Bera Test. Mathematics. 12. 2523. 10.3390/math12162523.