Skip to content

nortsTest

1.1.3Package record

Assessing Normality of Stationary Process

0packages depend
5.2Kdownloads / year
37.5%test coverage
13/13flavors OK

Overview

About

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.

Changes in 1.1.3

Fixes:

  • Minor compatibility error with the autoplot.ts documentation.
  • 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

CRAN checks
13OK
Slowest check: 2.9 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.1.3
READMEYes · 1,150 wordsVignettesNoNEWSYes · 33% structured · mentions 1.1.3Citation fileNoWebsitenot declared in DESCRIPTION
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

5.2K
CRAN downloads in the past year
Rank #11,619 · ~14/day · ~437/mo
Daily download trend is not available in this view yet.
37630 days
92590 days
5.2K1 year
Compare downloads with other packages →
Also on92 r2u4 autocran

Repository

3Stars
1Forks
0Open issues
0Open PRs
0Releases
194Commits
4Commit identities
License file reads as GPL-2.0 · 194 commits · Last activity 2025-11-09
Responsiveness
How these are sampled
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
PracticesBeta

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.

CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
10 external dependencies (excludes base and recommended)

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.

Depends (2)
R >= 3.5.0methods
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (5)
Author, Maintainer since 1.0.0 (2020)
Contributor
Contributor
Releases (7)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.3Latest
    record
    2025-11-09 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.1.2
    record
    2024-01-25 · diff ↗
  • 1.1.1
    record
    2024-01-24 · diff ↗
  • 1.1.0
    record
    2024-01-17 · diff ↗ ·
    added 7 exports
    cvm_bootstrap.test, elbouch.statistic, elbouch.test, epps_bootstrap.test, jb_bootstrap.test, lobato_bootstrap.test, shapiro_bootstrap.test
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.0.3
    record
    2021-08-16 · diff ↗
  • 1.0.1
    record
    2021-06-17 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.0.0
    record
    2020-07-27
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("nortsTest")
Alonzo Matamoros, A., A., T., Hyndman, R., Nieto-Reyes, A., & O'Hara-Wild, M. (2025). nortsTest: Assessing Normality of Stationary Process (Version 1.1.3) [Computer software]. https://doi.org/10.32614/CRAN.package.nortsTest

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for nortsTest version 1.1.3 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy