CRAN

nortestARMA 1.0.2

Neyman Smooth Tests of Normality for the Errors of ARMA Models

Released Apr 14, 2017 by Pierre Lafaye de Micheaux

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources and 1 out 3 tests failed. An older version of this package is more compatible with Renjin.

Dependencies

astsa 1.8

Tests the goodness-of-fit to the Normal distribution for the errors of an ARMA model.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>nortestARMA</artifactId>
    <version>1.0.2-b18</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:nortestARMA')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

Source

R
C
C++

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Release History