{ "_id": "6a106321acfb0bcc41ca832b", "Package": "nortsTest", "Title": "Assessing Normality of Stationary Process", "Version": "1.1.3", "Date": "2025-11-09", "Authors@R": "c(\nperson(\"Asael\",\"Alonzo Matamoros\", role = c(\"aut\", \"cre\"),email = \"asael.alonzo@gmail.com\"),\nperson(\"Alicia\",\"Nieto-Reyes\", role = 'aut', email = \"alicia.nieto@unican.es\"),\nperson(\"Rob\", \"Hyndman\", email=\"Rob.Hyndman@monash.edu\", role = \"ctb\"),\nperson(\"Mitchell\", \"O'Hara-Wild\", role = \"ctb\"),\nperson(\"Trapletti\", \"A.\", role = \"ctb\")\n)", "Description": "Despite that several tests for normality in stationary\nprocesses have been proposed in the literature, consistent\nimplementations of these tests in programming languages are\nlimited. Seven normality test are implemented. The asymptotic\nLobato & Velasco's, asymptotic Epps, Psaradakis and Vávra,\nLobato & Velasco's and Epps sieve bootstrap approximations, El\nbouch et al., and the random projections tests for univariate\nstationary process. Some other diagnostics such as, unit root\ntest for stationarity, seasonal tests for seasonality, and arch\neffect test for volatility; are also performed. Additionally,\nthe El bouch test performs normality tests for bivariate time\nseries. The package also offers residual diagnostic for linear\ntime series models developed in several packages.", "License": "GPL-2", "Encoding": "UTF-8", "NeedsCompilation": "no", "RoxygenNote": "7.3.3", "URL": "https://github.com/asael697/nortsTest", "BugReports": "https://github.com/asael697/nortsTest/issues", "Config/testthat/edition": "3", "Config/pak/sysreqs": "libssl-dev", "Repository": "https://asael697.r-universe.dev", "Date/Publication": "2025-11-09 18:42:52 UTC", "RemoteUrl": "https://github.com/asael697/nortstest", "RemoteRef": "HEAD", "RemoteSha": "4370a5263947cd76416481a503ee1153fdd27990", "Packaged": { "Date": "2026-05-08 07:23:55 UTC", "User": "root" }, "Author": "Asael Alonzo Matamoros [aut, cre],\nAlicia Nieto-Reyes [aut],\nRob Hyndman [ctb],\nMitchell O'Hara-Wild [ctb],\nTrapletti A. [ctb]", "Maintainer": "Asael Alonzo Matamoros ", "MD5sum": "a5ad518b1f5c22e928bd58761e99178c", "_user": "asael697", "_type": "src", "_file": "nortsTest_1.1.3.tar.gz", "_fileid": "5023fdc833001a714c2c08f67acb8a0151555e47d6c8d0204467f863171f9c9e", "_filesize": 433691, "_sha256": "5023fdc833001a714c2c08f67acb8a0151555e47d6c8d0204467f863171f9c9e", "_created": "2026-05-08T07:23:55.000Z", "_published": "2026-05-22T14:07:29.138Z", "_distro": "noble", "_jobs": [ { "job": 77396154207, "time": 173, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6874061624" }, { "job": 77396154610, "time": 175, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6874063380" }, { "job": 77396154999, "time": 132, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6874050628" }, { "job": 77396154242, "time": 112, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6874046375" }, { "job": 77396153809, "time": 189, 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models.", "topics": [ "check_plot", "check_plot.Arima", "check_plot.arima0", "check_plot.ets", "check_plot.fGarch", "check_plot.forecast", "check_plot.HoltWinters", "check_plot.lm", "check_plot.numeric", "check_plot.ts" ] }, { "page": "check_residuals", "title": "Generic functions for checking residuals in time series models", "topics": [ "check_residuals", "check_residuals.Arima", "check_residuals.arima0", "check_residuals.ets", "check_residuals.fGarch", "check_residuals.forecast", "check_residuals.HoltWinters", "check_residuals.lm", "check_residuals.numeric", "check_residuals.ts" ] }, { "page": "cvm_bootstrap.test", "title": "The Sieve Bootstrap Cramer Von Mises test for normality.", "topics": [ "cvm_bootstrap.test" ] }, { "page": "elbouch.statistic", "title": "Computes El Bouch, et al.'s z statistic.", "topics": [ "elbouch.statistic" ] }, { "page": "elbouch.test", "title": "Computes El Bouch, et al.'s test for normality of multivariate dependent samples.", "topics": [ "elbouch.test" 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