Energy based normality test: Energy based normality test
Description
Energy based normality test.
Usage
normal.etest(x, R = 999)
Value
A vector with two values, the test statistic value and the Monte Carlo (parametric bootstrap) based p-value.
Arguments
x
A numerical vector.
R
The number of Monte Carlo samples to generate.
Author
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.
Details
The energy based normality test is performed where the p-value is computed via parametric bootstrap.
The function is faster than the original implementation in the R package "energy".
References
Szekely G. J. and Rizzo M.L. (2005) A New Test for Multivariate Normality.
Journal of Multivariate Analysis, 93(1): 58--80.