JBGTest {Analitica} | R Documentation |
Jarque-Bera Test with Glinskiy Corrections
Description
Performs the Jarque-Bera test for normality with optional corrections proposed by Glinskiy et al. (2024), depending on whether the mean, variance, or both are known a priori.
Usage
JBGTest(y, mu = NULL, sigma2 = NULL, alpha = 0.05)
Arguments
y |
A numeric vector to test for normality. |
mu |
Optional known mean value. Default is |
sigma2 |
Optional known variance value. Default is |
alpha |
Significance level for the test (default is 0.05). |
Value
An object of class "normalidad"
, containing:
-
statistic
: Test statistic value. -
df
: Degrees of freedom (always 2). -
p_value
: P-value of the test. -
decision
: Conclusion about normality. -
variant
: Type of JB test applied. -
method
: "Jarque-Bera (Glinskiy)"
References
Glinskiy, Vladimir & Ismayilova, Yulia & Khrushchev, Sergey & Logachov, Artem & Logachova, Olga & Serga, Lyudmila & Yambartsev, Anatoly & Zaykov, Kirill. (2024). Modifications to the Jarque–Bera Test. Mathematics. 12. 2523. 10.3390/math12162523.
Examples
data(d_e, package = "Analitica")
JBGTest(d_e$Sueldo_actual)
#output different of result
summary(JBGTest(d_e$Sueldo_actual))