public class JarqueBera extends HypothesisTest
rjb.test
in package lawstat
, or jarque.bera.test
in package tseries
for N > 2000.Modifier and Type | Field and Description |
---|---|
int |
nSim |
Constructor and Description |
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JarqueBera(double[] sample)
Perform the Jarque-Bera test to test for the departure from normality,
using the asymptotic chi-square distribution.
|
JarqueBera(double[] sample,
boolean isExact)
Perform the Jarque-Bera test to test for the departure from normality.
|
Modifier and Type | Method and Description |
---|---|
String |
getAlternativeHypothesis()
Get the description of the alternative hypothesis.
|
String |
getNullHypothesis()
Get a description of the null hypothesis.
|
double |
pValue()
Get the p-value for the test statistics.
|
double |
statistics()
Get the test statistics.
|
isNullRejected, nGroups, nObs, oneSidedPvalue
public final int nSim
public JarqueBera(double[] sample, boolean isExact)
sample
- a sampleisExact
- true
if the exact Jarque-Bera distribution is to be usedpublic JarqueBera(double[] sample)
sample
- a samplepublic String getNullHypothesis()
HypothesisTest
getNullHypothesis
in class HypothesisTest
public String getAlternativeHypothesis()
HypothesisTest
getAlternativeHypothesis
in class HypothesisTest
public double statistics()
HypothesisTest
statistics
in class HypothesisTest
public double pValue()
HypothesisTest
pValue
in class HypothesisTest
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