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| Jarque-Bera test http://forum.alglib.net/viewtopic.php?f=2&t=930 |
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| Author: | alunnik [ Fri Aug 09, 2013 1:00 pm ] |
| Post subject: | Jarque-Bera test |
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? |
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| Author: | Sergey.Bochkanov [ Mon Aug 19, 2013 6:24 am ] |
| Post subject: | Re: Jarque-Bera test |
Thanks for the report! This issue was added to roadmap for 3.8.1: http://bugs.alglib.net/view.php?id=546 |
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| Author: | gibbi125 [ Wed Dec 24, 2014 12:26 pm ] |
| Post subject: | Re: Jarque-Bera test |
This test checks hypotheses about the fact that a given sample X is a sample of normal random variable...........!!!!!!!!! |
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