/usr/include/jarquebera.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
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Copyright (c) 2007, Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _jarquebera_h
#define _jarquebera_h
#include "ap.h"
#include "ialglib.h"
/*************************************************************************
Jarque-Bera test
This test checks hypotheses about the fact that a given sample X is a
sample of normal random variable.
Requirements:
* the number of elements in the sample is not less than 5.
Input parameters:
X - sample. Array whose index goes from 0 to N-1.
N - size of the sample. N>=5
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level
the null hypothesis is rejected.
LeftTail - p-value for left-tailed test.
If LeftTail is less than the given significance level,
the null hypothesis is rejected.
RightTail - p-value for right-tailed test.
If RightTail is less than the given significance level
the null hypothesis is rejected.
Accuracy of the approximation used (5<=N<=1951):
p-value relative error (5<=N<=1951)
[1, 0.1] < 1%
[0.1, 0.01] < 2%
[0.01, 0.001] < 6%
[0.001, 0] wasn't measured
For N>1951 accuracy wasn't measured but it shouldn't be sharply different
from table values.
-- ALGLIB --
Copyright 09.04.2007 by Bochkanov Sergey
*************************************************************************/
void jarqueberatest(const ap::real_1d_array& x, int n, double& p);
#endif
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