double ShapiroWilks(TVec *Data, THypothesisResult &hRes, double &Signif, THypothesisType hType = THypothesisType::htTwoTailed, double Alpha = 0.05);
The Shapiro-Wilks test for normality of data.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Data | TVec * | Data vector, containing ordered and unique deviates from unknown distribution. Data Length must be betweeen 3 and 5000, otherwise an execption is raised. |
| 2 | hRes | THypothesisResult & | Returns the result of the null hypothesis (default assumption is that data comes from normal distribution). |
| 3 | Signif | double & | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
| 4 | hType = THypothesisType::htTwoTailed | THypothesisType | Defines the type of the null hypothesis (left, right and two - tailed). |
| 5 | 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: the Shapiro-Wilks statistics.
Remarks:
Performs the The Shapiro-Wilks test for normality of data.
Note
Basic assumption is Data values i.e. deviates from unknown distribution are ordered and unique.
Examples
#include "MtxExpr.h"
#include "Statistics.h"
#include "Units.StatRandom.h"
#include "Units.Statistics.h"
using namespace Dew;
using namespace Dew::Math;
using namespace Dew::Stats;
using namespace Dew::Stats::Units::StatRandom;
using namespace Dew::Stats::Units::Statistics;
void Example()
{
Vector a(0);
Vector b(0);
a.Size(1000, false);
RandomWeibull(2.5, 1.0, a, -1);
// filter original data, retain only sorted unique values
Unique(a, b, nullptr);
THypothesisResult hres;
double sign;
ShapiroWilks(b, hres, sign, THypothesisType::htTwoTailed, 0.05);
// Significance approx. 0
// hres = hrReject -> data is not coming from normal distribution
}See Also: Statistics::Unique, Statistics::ShapiroFrancia
Declared in Dew::Stats::Units::Statistics · Dew.Stats/Units.Statistics.h · Cross-compiler