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| jarquebera example http://forum.alglib.net/viewtopic.php?f=2&t=56 |
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| Author: | kidware [ Tue Sep 07, 2010 5:04 pm ] |
| Post subject: | jarquebera example |
I would like a simple c# example of how to use the jarquebera test. say I have a vector of values x that is n long. |
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| Author: | Sergey.Bochkanov [ Wed Sep 08, 2010 10:32 am ] |
| Post subject: | Re: jarquebera example |
Here is example: Code: // prepare data int n = 7; double[] x = new double[] { -0.5, -0.2, -0.2, 0.0, 0.0, 0.1, 0.3 }; // call double p; alglib.jarquebera.jarqueberatest(x, n, p); now p contains p-value associated with x (see Wikipedia for more information on p-values). If it is small enough (0.05 or less, depending on situation), you can consider that x is significantly non-normal. |
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