SciencesPo (version 1.3.8)

anderson.darling: Anderson-Darling test for normality

Description

Performs the Anderson-Darling test for the composite hypothesis of normality. It is the recommended EDF test by Stephens (1986) followed by the Cramer-von Mises test. Compared to the later, the Anderson-Darling gives more weight to the tails of the distribution.

Usage

anderson.darling(x)

Arguments

x

A numeric vector of data values, the number of observations must be greater than 7. Missing values are allowed.

Examples

set.seed(1234)
x = rnorm(1000)
anderson.darling(x)