jb.test: Jarque-Bera test for normality
Description
Jarque-Bera test for normalityValue
- Returns a list with the following elements:
- skewnessnumeric, an estimate of the excess skewness relative to
the normal
- kurtosisnumeric, an estimate of the excess kurtosis relative to
the normal
- statisticnumeric, the Jarque-Bera test statistic
- df2, the degrees of freedom
- p.valuenumeric between 0 and 1, the p-value of the test under the
null of normality