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.
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JarqueBera(double[] sample,
boolean isExact)
Perform the Jarque-Bera test to test for the departure from normality.
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| Modifier and Type | Method and Description |
|---|---|
String |
getAlternativeHypothesis()
Get the description of the alternative hypothesis.
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String |
getNullHypothesis()
Get a description of the null hypothesis.
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double |
pValue()
Get the p-value for the test statistics.
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double |
statistics()
Get the test statistics.
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isNullRejected, nGroups, nObs, oneSidedPvaluepublic 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()
HypothesisTestgetNullHypothesis in class HypothesisTestpublic String getAlternativeHypothesis()
HypothesisTestgetAlternativeHypothesis in class HypothesisTestpublic double statistics()
HypothesisTeststatistics in class HypothesisTestpublic double pValue()
HypothesisTestpValue in class HypothesisTestCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.