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TestOfNormality Class Reference

test of normality of each entry in a random vector. More...

#include <TestOfNormality.h>

Inheritance diagram for TestOfNormality::

Public Methods
	TestOfNormality ()
	TestOfNormality (int nvariables)
	~TestOfNormality ()
void	redim (int nvariables)
void	init ()
void	init (const Vec(real) &expec, const Vec(real) &stdev)
void	update (const Vec(real) &realizations)
void	calcTestStatistic (Vec(real) &chi_sqr_test_statistic, const Vec(real) &expec, const Vec(real) &stdev)
Protected Attributes
const int	nintervals
int	nvariables
Vec(real)	probabilities
MatSimple(real)	interval_limits
MatSimple(int)	storing
VecSimplest(bool)	deterministic

Detailed Description

test of normality of each entry in a random vector.

NAME: TestOfNormality - test of normality of each entry in a random vector

DESCRIPTION:

The class performs a test on a vector of random variables whether each entry is normally distributed. The method is inspired from Numerical Recipes, but the implementation is differnt.

Constructor & Destructor Documentation

TestOfNormality::TestOfNormality ( ) [inline]

TestOfNormality::TestOfNormality ( int nvariables )

TestOfNormality::~TestOfNormality ( ) [inline]

Member Function Documentation

void TestOfNormality::calcTestStatistic ( Vec(real) & chi_sqr_test_statistic,

const Vec(real) & expec,

const Vec(real) & stdev )

returns a vector of the chi-square distributed test statistic for the normality test.

void TestOfNormality::init ( const Vec(real) & expec,

const Vec(real) & stdev )

See documentation of one of the overloaded functions.

void TestOfNormality::init ( )

after a rough estimate of the expectation and standard deviation of the random variables is established, one must call this function to update the internal data structures.
Reimplemented from EmpiricalStatistics.

void TestOfNormality::redim ( int no_algdofs )

void TestOfNormality::update ( const Vec(real) & realizations )

use realization of the random vector to update the test statistic.

Member Data Documentation

VecSimplest(bool) TestOfNormality::deterministic [protected]

MatSimple(real) TestOfNormality::interval_limits [protected]

const int TestOfNormality::nintervals [protected]

int TestOfNormality::nvariables [protected]

Vec(real) TestOfNormality::probabilities [protected]

MatSimple(int) TestOfNormality::storing [protected]

The documentation for this class was generated from the following file:

TestOfNormality.h