shapiro wilk normality test
For those people who feel the need for a p-value to test normality on large sample sizes, I propose the following test/function:
SnowsPenultimateNormalityTest <- function(x){
# the following function works for current implementations of R
# to my knowledge, eventually it may need to be expanded
is.rational <- function(x){
rep( TRUE, length(x) )
}
tmp.p <- if( any(is.rational(x))) {
0
} else {
# current implementation will not get here
# this part is reserved for the ultimate test
1
}
out <- list(
p.value = tmp.p,
alternative = strwrap(paste('The data does not come from a',
'strict normal distribution (but may represent a distribution',
'that is close enough)'), prefix="\n\t"),
method = "Snow's Penultimate Normality Test",
data.name = deparse(substitute(x))
)
class(out) <- 'htest'
out
}
Now that the need for a p-value is satisfied, we can get onto the more useful questions mentioned in this thread and other places.
--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
(801) 408-8111
-----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Bunny, lautloscrew.com Sent: Saturday, July 12, 2008 10:20 AM To: Mark Leeds Cc: r-help at r-project.org Subject: Re: [R] shapiro wilk normality test Hmm thanks, But on the other hand it just says i cant reject normality, which doesnt really mean it is normal. Wouldn?t be nice to test for non- normality ? if i?d reject that a high level i could be pretty sure it ?s normal... ?? thanks in advance matthias Am 12.07.2008 um 18:10 schrieb Mark Leeds:
Hi: If normality is the HO, then the test below says don't reject ( large p value ). Check out any multivariate text for what
the null of
the shapiro test is. I don't know for sure but, from below, it sure looks like HO is normality. Or google for it. -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org ] On Behalf Of Bunny, lautloscrew.com Sent: Saturday, July 12, 2008 11:30 AM To: r-help at r-project.org Subject: [R] shapiro wilk normality test Hi everybody, somehow i dont get the shapiro wilk test for normality. i
just can?t
find what the H0 is .
i tried :
shapiro.test(rnorm(5000))
Shapiro-Wilk normality test
data: rnorm(5000)
W = 0.9997, p-value = 0.6205
If normality is the H0, the test says it?s probably not
normal, doesn
?t it ? 5000 is the biggest n allowed by the test... are there any other test ? ( i know qqnorm already ;) thanks in advance matthias
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.