Modifier and Type | Class and Description |
---|---|
class |
FAEstimator
These are the estimators (estimated psi, loading matrix, scores, degrees of
freedom, test statistics, p-value, etc.) from the factor analysis MLE
optimization.
|
Modifier and Type | Class and Description |
---|---|
class |
AndersonDarling
This algorithm calculates the Anderson-Darling k-sample test statistics and p-values.
|
class |
CramerVonMises2Samples
This algorithm calculates the two sample Cramer-Von Mises test statistic and p-value.
|
Modifier and Type | Class and Description |
---|---|
class |
KolmogorovSmirnov
The Kolmogorov-Smirnov test (KS test) compares a sample with a reference probability distribution (one-sample KS test),
or to compare two samples (two-sample KS test).
|
class |
KolmogorovSmirnov1Sample
The one-sample Kolmogorov-Smirnov test (one-sample KS test) compares a sample with a reference probability distribution.
|
class |
KolmogorovSmirnov2Samples
The two-sample Kolmogorov-Smirnov test (two-sample KS test) tests for the equality of the
distributions of two samples.
|
Modifier and Type | Class and Description |
---|---|
class |
DAgostino
D'Agostino's K2 test is a goodness-of-fit measure of departure from normality.
|
class |
JarqueBera
The Jarque-Bera test is a goodness-of-fit measure of departure from normality, based on the sample kurtosis and skewness.
|
class |
Lilliefors
Lilliefors test tests the null hypothesis that data come from a normally distributed population
with an estimated sample mean and variance.
|
class |
ShapiroWilk
The Shapiro-Wilk test tests the null hypothesis that a sample comes from a normally distributed population.
|
Modifier and Type | Class and Description |
---|---|
class |
ChiSquareIndependenceTest
Pearson's chi-square test of independence assesses whether paired observations on two variables,
expressed in a contingency table, are independent of each other.
|
Modifier and Type | Class and Description |
---|---|
class |
OneWayANOVA
The One-Way ANOVA test tests for the equality of the means of several groups.
|
class |
T
Student's t-test tests for the equality of means,
for the one-sample case, against a hypothetical mean,
and for two-sample case, of two populations.
|
Modifier and Type | Class and Description |
---|---|
class |
KruskalWallis
The Kruskal-Wallis test is a non-parametric method for testing the equality of population medians among groups.
|
class |
SiegelTukey
The Siegel-Tukey test tests for differences in scale (variability) between two groups.
|
class |
VanDerWaerden
The Van der Waerden test tests for the equality of all population distribution functions.
|
Modifier and Type | Class and Description |
---|---|
class |
WilcoxonRankSum
The Wilcoxon rank sum test tests for the equality of means of two populations, or whether the means differ by an offset.
|
class |
WilcoxonSignedRank
The Wilcoxon signed rank test tests,
for the one-sample case, the median of the distribution against a hypothetical median, and
for the two-sample case, the equality of medians of groups.
|
Modifier and Type | Class and Description |
---|---|
class |
BreuschPagan
The Breusch-Pagan test tests for conditional heteroskedasticity.
|
class |
Glejser
The Glejser test tests for conditional heteroskedasticity.
|
class |
HarveyGodfrey
The Harvey-Godfrey test tests for conditional heteroskedasticity.
|
class |
Heteroskedasticity
A heteroskedasticity test tests, for a linear regression model,
whether the estimated variance of the residuals from a regression is dependent on the values of the independent variables (regressors).
|
class |
White
The White test tests for conditional heteroskedasticity.
|
Modifier and Type | Class and Description |
---|---|
class |
AugmentedDickeyFuller
The Augmented Dickey Fuller test tests whether a one-time differencing (d = 1) will make the time
series stationary.
|
Modifier and Type | Class and Description |
---|---|
class |
BoxPierce
Deprecated.
use
LjungBox |
class |
LjungBox
The Ljung-Box test (named for Greta M.
|
Modifier and Type | Class and Description |
---|---|
class |
Bartlett
Bartlett's test is used to test if
k samples are from populations with equal variances, hence homoscedasticity. |
class |
BrownForsythe
The Brown-Forsythe test is a statistical test for the equality of group variances based on performing an ANOVA on a transformation of the response variable.
|
class |
F
The F-test tests whether two normal populations have the same variance.
|
class |
Levene
The Levene test tests for the equality of variance of groups.
|
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