IMSL Fortran Stat Library
Chapter 7
Tests of Goodness of Fit and Randomness
Routines
General Goodness-of-Fit Tests for a Specified Distribution
One-sample continuous data Kolmogorov-Smirnov
,
KSONE
Chi-squared test goodness-of-fit test
,
CHIGF
Shapiro-Wilk
W
-test for normality
,
SPWLK
Lilliefors test for an exponential or a normal distribution
,
LILLF
Mardia’s test for multivariate normality
,
MVMMT
Anderson-Darling test for normality
,
ADNRM
Cramer-Von Mises test for normality
,
CVMNRM
Two Sample Tests
Kolmogorov-Smirnov
,
KSTWO
Tests for Randomness
Runs test
,
RUNS
Pairs-serial test
,
PAIRS
d
2
test
,
DSQAR
Triplets test
,
DCUBE