This function performs the robust directed test of normality which
is based on the ratio of the classical standard deviation s to the
robust standard deviation J (Average Absolute Deviation from the
Median (MAAD)) of the sample data.
Usage
sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)
Arguments
x
a numeric vector of data values.
crit.values
a character string specifying how the critical
values should be obtained, i.e. approximated by the
t-distribution (default) or empirically.
N
number of Monte Carlo simulations for the empirical critical values
Value
A list with the following numeric components.
statisticthe standardized test statistic
p.valuethe p-value.
parameterthe ratio of the classical standard deviation S to
the robust standard deviation J.
data.namea character string giving the name of the data.
References
Gastwirth, J. L.(1982) Statistical Properties of A Measure
of Tax Assessment Uniformity, Journal of Statistical Planning
and Inference 6, 1-12.
Gel, Y. R., Miao, W., and Gastwirth, J. L. (2007) Robust Directed Tests of
Normality Against Heavy Tailed Alternatives.
Computational Statistics and Data Analysis 51, 2734-2746.
See Also
rqq, rjb.test, jarque.bera.test (in tseries package)
data(bias)
sj.test(bias)
## Test of Normality - SJ Test#### data: bias ## Standardized SJ Statistic = 2.5147, ratio of S to J = 1.068, p-value = 0.0216