double GOFBeraJarqueTest(TVec *Data, THypothesisResult &hRes, double &Signif, double Alpha = 0.05);
The Bera-Jarque GOF test to a normal distribution.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Data | TVec * | Samples to be tested. |
| 2 | hRes | THypothesisResult & | Returns the result of the null hypothesis (default assumption is that data composite normality is true). |
| 3 | Signif | double & | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
| 4 | Alpha = 0.05 | double | Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Returns: Bera-Jarque Statistics.
Remarks:
Performs the Bera-Jarque test to a normal distribution.
Declared in Dew::Stats::Units::Statistics · Dew.Stats/Units.Statistics.h · Cross-compiler