| Name : R-nortsTest
| |
| Version : 1.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.2.1
| Date : 2024-06-24 15:51:30
|
| Group : Development/Libraries/Other
| Source RPM : R-nortsTest-1.1.2-lp156.2.1.src.rpm
|
| Size : 0.45 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Assessing Normality of Stationary Process
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
