Grocer Function
NAME
doornhans0 - Doornik and Hansen normality test
CALLING SEQUENCE
[dh,pn]=doornhans0(res,np)
PARAMETERS
Input
-
res = a result tlist
-
np = unused argument put for compatibility with other testing functions
Output
-
dh = the value of the test
- pn = its p-value
DESCRIPTION
Computes "omnibus" normality test (see J. Doornik and H. Hansen (1994) : "A practical test for univariate and multivariate normality", Discussion Paper, Nuffield College). Results are stored as numbers and are not displayed on screen.
EXAMPLE
[dh,pn]=doornhans0(res)
This example is taken from function doornhans. Useful mainly for programming purpose (since doornhans does much more).
AUTHOR
Eric Dubois 2002