Routines for Goodness of Fit

See Goodness of Fit or select a link below.

General Goodness of Fit Tests

IMSL_CHISQTEST—Chi-squared goodness of fit test.

IMSL_NORMALITY—Shapiro-Wilk W test for normality.

IMSL_KOLMOGOROV1—One-sample continuos data Kolmogorov-Smirnov.

IMSL_KOLMOGOROV2—Two-sample continuos data Kolmogorov-Smirnov.

IMSL_MVAR_NORMALITY—Mardia's test for multivariate normality.

Tests for Randomness

IMSL_RANDOMNESS_TEST—Runs test, Paris-serial test, d2 test or triplets tests.