Performs robust medcouple test to evaluate the fit of the data to normal distribution.
The function is called by KRDetect.outliers.changepoint
and is not intended for use by regular users of the package.
mc.test(x, alpha = 0.05)
a numeric vector of data values.
numeric value giving test significance level.
A list is returned with elements:
a numeric value giving the value of test statistics
a vector of critical values defining rejection region of the test
This function performs robust medcouple test based on the left and right medcouple (LMC and LRC). The function is exported for developer use only. It does not perform any checks on inputs since it is only a convenience function for robust testing of the normality.
Brys G, Hubert M, Struyf A (2008). Goodness-of-fit tests based on a robust measure of skewness. Computational Statistics, 23(3), 429<U+2013>442.
Todorov V, Filzmoser P (2009). An Object-Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1-47. URL http://www.jstatsoft.org/v32/i03/.