Package: nortsTest 1.1.2

nortsTest: Assessing Normality of Stationary Process

Despite that several tests for normality in stationary processes have been proposed in the literature, consistent implementations of these tests in programming languages are limited. Seven normality test are implemented. The asymptotic Lobato & Velasco's, asymptotic Epps, Psaradakis and Vávra, Lobato & Velasco's and Epps sieve bootstrap approximations, El bouch et al., and the random projections tests for univariate stationary process. Some other diagnostics such as, unit root test for stationarity, seasonal tests for seasonality, and arch effect test for volatility; are also performed. Additionally, the El bouch test performs normality tests for bivariate time series. The package also offers residual diagnostic for linear time series models developed in several packages.

Authors:Asael Alonzo Matamoros [aut, cre], Alicia Nieto-Reyes [aut], Rob Hyndman [ctb], Mitchell O'Hara-Wild [ctb], Trapletti A. [ctb]

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nortsTest.pdf |nortsTest.html✨
nortsTest/json (API)
NEWS

# Install 'nortsTest' in R:
install.packages('nortsTest', repos = c('https://asael697.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/asael697/nortstest/issues

On CRAN:

4.35 score 3 stars 25 scripts 566 downloads 29 exports 49 dependencies

Last updated 10 months agofrom:cbc392be17. Checks:OK: 5 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 20 2024
R-4.5-winNOTENov 20 2024
R-4.5-linuxNOTENov 20 2024
R-4.4-winOKNov 20 2024
R-4.4-macOKNov 20 2024
R-4.3-winOKNov 20 2024
R-4.3-macOKNov 20 2024

Exports:arch.testautoplotcheck_plotcheck_residualscvm_bootstrap.testelbouch.statisticelbouch.testepps_bootstrap.testepps.statisticepps.testggacfgghistggnormggpacfjb_bootstrap.testLm.testlobato_bootstrap.testlobato.statisticlobato.testnormal.testrandom.projectionrp.samplerp.testseasonal.testshapiro_bootstrap.testsieve.bootstrapuroot.testvavra.samplevavra.test

Dependencies:clicolorspacecowplotcurlfansifarverforecastfracdiffgenericsggplot2gluegridExtragtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetnortestpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcaurootutf8vctrsviridisLitewithrxtszoo

Readme and manuals

Help Manual

Help pageTopics
'Assessing Normality of a Stationary Process.'nortsTest-package nortsTest
The ARCH effect test function.arch.test
Automatically create a ggplot for time series objects.autoplot.numeric autoplot.ts fortify.ts
Generic function for a visual check of residuals in time series models.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
Generic functions for checking residuals in time series modelscheck_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
The Sieve Bootstrap Cramer Von Mises test for normality.cvm_bootstrap.test
Computes El Bouch, et al.'s z statistic.elbouch.statistic
Computes El Bouch, et al.'s test for normality of multivariate dependent samples.elbouch.test
The Sieve Bootstrap Epps and Pulley test for normality.epps_bootstrap.test
Estimates the Epps statistic.epps.statistic
The asymptotic Epps and Pulley Test for normality.epps.test
'acf' plot.ggacf
Histogram with optional normal density functions.gghist
'qqplot' with normal 'qqline'ggnorm
'pacf' plot.ggpacf
The Sieve Bootstrap Jarque-Bera test for normality.jb_bootstrap.test
The Lagrange Multiplier test for arch effect.Lm.test
The Sieve Bootstrap Lobato and Velasco's Test for normality.lobato_bootstrap.test
Computes the Lobato and Velasco statistic.lobato.statistic
The asymptotic Lobato and Velasco's Test for normality.lobato.test
The normality test for stationary processnormal.test
Generate a random projection.random.projection
Generates a test statistics sample of random projections.rp.sample
The k random projections test for normality.rp.test
The Seasonal unit root tests functionseasonal.test
The Sieve Bootstrap Shapiro test for normality.shapiro_bootstrap.test
Generates a sieve bootstrap sample.sieve.bootstrap
The Unit root tests function.uroot.test
Vávra test's sieve Bootstrap sample for Anderson Darling statisticvavra.sample
The Psaradakis and Vávra test for normality.vavra.test