[R] How to do Epps-Pulley test?

[Greg Snow]

I don't know of any implementation of the Epps-Pulley test in R, but if your really want to do normality testing on large samples, then the best (for one definition of best) test is the one proposed in this message:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/136160.html


--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
(801) 408-8111



> -----Original Message-----
> From: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] On Behalf Of Jinan CHEN
> Sent: Wednesday, September 03, 2008 3:19 AM
> To: r-help at r-project.org
> Subject: [R] How to do Epps-Pulley test?
>
> Hi there,
>
> Glad to meet you via internet.
>
> I have two questions:
>   1) Is there any implementation of Epps-Pulley test in R? What is it?
>   2) To test normality, which test is (more) suitable,
> Shapiro-Wilk test
>        or Epps-Pulley test? Given a data set of thousands of samples,
>        etc. 10000.
>
> Thanks
>
> Marck
>
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