SciencesPo (version 1.3.8)

lilliefors: Lilliefors (Kolmogorov-Smirnov) test for normality

Description

Performs the Lilliefors (Kolmogorov-Smirnov) test for the composite hypothesis of normality. The Lilliefors (Kolomorov-Smirnov) test is the most famous EDF omnibus test for normality; compared to the Anderson-Darling test and the Cramer-von Mises test it is known to perform worse.

Usage

lilliefors(x)

Arguments

x

A numeric vector of data values, the number of observations must be greater than 4. Missing values are allowed.

References

Thode Jr., H.C. (2002): Testing for Normality. Marcel Dekker, New York.

Examples

set.seed(1234)
x = rnorm(1000)
lilliefors(x)