Assessing Normality of Stationary Process
Overview
Despite that several tests for normality in stationary processes have been proposed in the literature, consistent implementations of these tests in programming languages are limited. Seven normality test are implemented. The asymptotic Lobato & Velasco's, asymptotic Epps, Psaradakis and Vávra, Lobato & Velasco's and Epps sieve bootstrap approximations, El bouch et al., and the random projections tests for univariate stationary process. Some other diagnostics such as, unit root test for stationarity, seasonal tests for seasonality, and arch effect test for volatility; are also performed. Additionally, the El bouch test performs normality tests for bivariate time series. The package also offers residual diagnostic for linear time series models developed in several packages.
Fixes:
- Minor compatibility error with the
autoplot.tsdocumentation. - Minor fix with the package's description.
Changes:
- refactor epps.statistic using optim's quadratic optimization
- use 'Nelder-Mead" simplex optimization for the Epps statistic
depreated:
- amoebam method for optimazing the Epp's test.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 31 (1 internal)includes a package overview page
- Examples that run
- 100%29 run in a plain check
- Exported functions with examples
- 97%
- Documented parameters
- 100%
- Return-value docs
- 97%
- Help pages citing references
- 77%
Downloads
Repository
- PRs merged (all time)
- 94%
- Median days to close, 50 most recently updated closed issues
- 23
- Median days to close, 50 most recently updated closed PRs
- 0
3 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/asael697/nortstest on 2026-10-18.
Dependencies
Installing nortsTest adds 39 packages (22 with compiled code, 28 MB of source tarballs). Heaviest: ggplot2 6.0 MB, colorspace 2.0 MB, Rcpp 1.8 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.1.3Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.1.22024-01-25 · diff ↗
- 1.1.12024-01-24 · diff ↗
- 1.1.02024-01-17 · diff ↗ ·
added 7 exports
cvm_bootstrap.test, elbouch.statistic, elbouch.test, epps_bootstrap.test, jb_bootstrap.test, lobato_bootstrap.test, shapiro_bootstrap.test - RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.0.32021-08-16 · diff ↗
- 1.0.12021-06-17 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.0.02020-07-27
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-07-27
- Total releases
- 7 / 6 yrs
- License
- GPL-2 OSI · relicensed from LGPL in 1.0.1
- Minimum R
- ≥ 3.5.0
- Download size
- 235 KB
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