nortsTest
1.1.3Assessing Normality of Stationary Process
Overview
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.
Install
Health
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 97%
- References docs
- 77%
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Repository
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Checks run against github.com/asael697/nortstest on 2026-07-19.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
7 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.1.3Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.1.22024-01-25 · diff ↗
- 1.1.12024-01-24 · diff ↗
- 1.1.02024-01-17 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.0.32021-08-16 · diff ↗
- 1.0.12021-06-17 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.0.02020-07-27
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-07-27
- Total releases
- 7 / 6 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 235 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet