forum.alglib.net

In algilb:
" This test checks hypotheses about the fact that a given sample X is a
sample of normal random variable.
Requirements:
* the number of elements in the sample is not less than 5.
Input parameters:
X - sample. Array whose index goes from 0 to N-1.
N - size of the sample. N>=5
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level the null hypothesis is rejected.
LeftTail - p-value for left-tailed test. If LeftTail is less than the given significance level, the null hypothesis is rejected.
RightTail - p-value for right-tailed test. If RightTail is less than the given significance level the null hypothesis is rejected.
"
but
jarqueberatest(double[] x, int n, ref double p)
returns only one value. Which of the three?

Thanks for the report! This issue was added to roadmap for 3.8.1: http://bugs.alglib.net/view.php?id=546

This test checks hypotheses about the fact that a given sample X is a sample of normal random variable...........!!!!!!!!!