contrib/mul/mbl/mbl_jarque_bera.h File Reference

Jarque Bera test for normality. More...

#include <vnl/vnl_gamma.h>

Go to the source code of this file.

Functions
template<class InIt >
double	mbl_jarque_bera (InIt start, InIt finish)
	Jarque Bera test for normality.

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Detailed Description

Jarque Bera test for normality.

Author:

Ian Scott

Date:

20-Aug-2003

Definition in file mbl_jarque_bera.h.

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Function Documentation

template<class InIt >

double mbl_jarque_bera	(	InIt	start,
		InIt	finish
	)

Jarque Bera test for normality.

Returns the p-value - the probability that the data is normal. If you want a confidence alpha of 0.05 then the data is normal if (mbl_jarque_bera(start,end) > 0.05)

Note that the test is not particular valuable for small data set. For more info, see J. B. Cromwell, W. C. Labys and M. Terraza (1994): Univariate Tests for Time Series Models, Sage, California, USA, pages 20-22.

Definition at line 21 of file mbl_jarque_bera.h.