[R] Skewness test
Dirk Eddelbuettel
edd at debian.org
Mon Jan 17 21:24:11 CET 2005
On Mon, Jan 17, 2005 at 07:59:32PM +0100, Christian Hennig wrote:
> Hi,
>
> is there a test for the H0 skewness=0 (or with skewness as test
> statistic and normality as H0) implemented in R?
Not that I know of, but tseries has the standard Jarque-Bera test that
combines 3rd and 4th moment tests into a chisq(2) as on omnibus test for
normality. Cutting and pasting from the code in tseries/R/test.R, one could
probably take that apart and just use
m1 <- sum(x)/n
m2 <- sum((x-m1)^2)/n
m3 <- sum((x-m1)^3)/n
m4 <- sum((x-m1)^4)/n
b1 <- (m3/m2^(3/2))^2
STATISTICS <- n * 1/6 * b1
as a chisq(1). But I have no idea what the power of that test would be.
Hth, Dirk
--
Better to have an approximate answer to the right question than a precise
answer to the wrong question. -- John Tukey as quoted by John Chambers
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