Jarque-Bera Normality Test
A powerful omnibus test for normality.
JarqueBeraTest(z)
z |
vector of data |
This test is derived as a Lagrange multiplier test for normal distribution in the family of Pearson distributions (Jarque and Bera, 1987 ).
LM |
value of the LM statistic |
pvalue |
p-value |
A.I. McLeod
Jarque, C.M. and Bera, A.K. (1987). A Test for Normality of Observations and Regression Residuals. International Statistical Review 55, 163-172
#some normal data z<-rnorm(100) JarqueBeraTest(z) #some skewed data z<-rexp(100) JarqueBeraTest(z) #some thick tailed data z<-rt(100,5) JarqueBeraTest(z)
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