Normality documentation.

Name: normtest() - performs test for normality Description: Performs test for normality of the given vector, using Anderson-Darling test, Kolmogorov-Smirnov Lilliefors test, or Shapiro-Wilk test. Anderson-Darling test gives more weight to the tails of the distribution than Kolmogorov-Smirnov Lilliefors test or Shapiro-Wilk test. Kolmogorov-Smirnov Lilliefors test is one of the most widely used methods for the test of normality, but is known to perform worse than Anderson-Darling test or Shapiro-Wilk test. Shapiro-Wilk test is limited to samples less than 5000. Installation of nortest library for R language is required. run R as a super user - sudo R - and type the following: install.packages('nortest')) Usage: ($statistic, $pvalue) = normtest(@data); or ($statistic, $pvalue) = normtest(-sampledata=>1); Options: -method name of the test "ad" for Anderson-Darling "ks" for Kolmogorov-Smirnov Lilliefors (default) "sw" for Shapiro-Wilk -sampledata use sample data (default: 0) References: Thode Jr., H.C. (2002) Testing for Normality, Marcel Dekker, NewYork Author: Kazuharu Arakawa (gaou@sfc.keio.ac.jp)
History: 20131023-01 function is now exported 20070613-01 initial posting

sub normtest {

    my $rcmd = new Rcmd();
    $rcmd->set_mode('tmp');

    opt_default(method=>"ks", sampledata=>0);
    my @args = opt_get(@_);
    my $sampledata = opt_val("sampledata");
    my $method = opt_val("method");
    
    if($sampledata){
	$rcmd->exec(
		    'rnormality<-rnorm(100,mean=5,sd=3)'
		    );
    }else{
	$rcmd->array('rnormality', @args);
	
	if(scalar(@args) > 5000 && $method eq 'sw'){
	    carp("Shapiro-Wilk test cannot handle samples >5000.\nUsing Kolmogorov-Smirnov Lilliefors instead.\n");
	    $method = "ks";
	}
    }
    
    unless($method eq 'sw'){
	my @all_pkg_list= _installed_R_packages();
	unless (grep { $_ eq 'nortest' } @all_pkg_list) {
	    warn 'Please install below R package : nortest', "\n";
	    return -1;
	}
    }	
    
    my @result;
    if($method eq 'sw'){
	@result = $rcmd->exec(
			      'result = shapiro.test(rnormality)',
			      'c(as.vector(result$statistic), result$p.value)'
			      );
    }elsif($method eq 'ad'){
	@result = $rcmd->exec(
			      'require(nortest)',
			      'result = ad.test(rnormality)',
			      'c(as.vector(result$statistic), result$p.value)'
			      );
    }else{
	unless($method eq 'ks'){
	    carp("Unknown method specified.\nUsing Kolmogorov-Smirnov Lillifors instead.\n");
	}

	@result = $rcmd->exec(
			      'require(nortest)',
			      'result = lillie.test(rnormality)',
			      'c(as.vector(result$statistic), result$p.value)'
			      );
    }

    return @result;

}