Function reference

Function index

Public functions

The package exports ten functions. SKNtest() is the main interface; the remaining functions are available for individual tests or lower-level work.

Function	Purpose
`SKNtest()`	Run all symmetry, kurtosis, and normality tests.
`BTSPskewness()`	Test symmetry using conventional sample skewness.
`BTSPskewness2()`	Test symmetry using the robust skewness statistic.
`BTSPkurtosis()`	Test the kurtosis condition.
`BTSPnormality()`	Test the joint skewness-kurtosis conditions associated with normality.
`arsieve()`	Generate autoregressive-sieve bootstrap samples.
`autolag()`	Select an autoregressive lag order using AIC or BIC.
`check_missing_insample_values()`	Detect and remove missing observations.
`mlag()`	Construct a matrix of lagged observations.
`skewness2()`	Calculate the robust skewness statistic.

Combined test

`SKNtest()`

R / usage

SKNtest(y, B1 = 1000, B2 = NULL, crit = "AIC", studentized = TRUE)

Argument	Meaning
`y`	Numeric univariate time-series observations.
`B1`	First-level bootstrap replications; default 1000.
`B2`	Optional second-level replications for studentization. If omitted, 100 is used with a message. It is not required or used for non-studentized tests.
`crit`	Lag-selection criterion: `"AIC"` or `"BIC"`.
`studentized`	`TRUE` for the double-bootstrap default; `FALSE` for a single bootstrap.

Returns: An object of class SKNtest recording the sample size, bootstrap settings, selected lag order, criterion, route, and four p-values. Printing this object automatically uses the registered print.SKNtest() method.

Data

Application data

The website application uses NileMin from the suggested longmemo package.