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ShapiroWilk

The Shapiro-Wilk test for normality, by Royston's AS R94.

Written from Royston's 1995 published description and its published polynomial constants (Applied Statistics 44:547-551), not from any implementation of it.

It follows the algorithm's faults: fewer than three values and a range below 1e-19 are refused, and past 5000 values, where the fitted transform is extrapolated, it computes, as AS R94 does with a warning (decision 0010).

Members

Member What it does
ShapiroWilk.Test Tests whether a sample could have come from a normal distribution.