• Corpus ID: 221836687

An R package for Normality in Stationary Processes

  title={An R package for Normality in Stationary Processes},
  author={Izhar Asael Alonzo Matamoros and Alicia Nieto-Reyes},
  journal={arXiv: Computation},
Normality is the main assumption for analyzing dependent data in several time series models, and tests of normality have been widely studied in the literature, however, the implementations of these tests are limited. The \textbf{nortsTest} package performs the tests of \textit{Lobato and Velasco, Epps, Psaradakis and Vavra} and \textit{random projection} for normality of stationary processes. In addition, the package offers visual diagnostics for checking stationarity and normality assumptions… 
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