JuliaStats / HypothesisTests.jl

Hypothesis tests for Julia
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Modified Jarque-Bera test (Urzua, 1996) #293

Closed itsdebartha closed 1 year ago

itsdebartha commented 1 year ago

This commit adds the Adjusted Lagrangian Multiplier by Urzua, 1996 (as proposed here) as a modification to the Jarque-Bera test for small and medium sample sizes.

This is an attempt to fill in one gap in issue #201

codecov-commenter commented 1 year ago

Codecov Report

Patch coverage: 100.00% and project coverage change: +0.01 :tada:

Comparison is base (de334a5) 93.76% compared to head (d6c215d) 93.78%.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #293 +/- ## ========================================== + Coverage 93.76% 93.78% +0.01% ========================================== Files 28 28 Lines 1733 1738 +5 ========================================== + Hits 1625 1630 +5 Misses 108 108 ``` | [Impacted Files](https://codecov.io/gh/JuliaStats/HypothesisTests.jl/pull/293?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=JuliaStats) | Coverage Δ | | |---|---|---| | [src/jarque\_bera.jl](https://codecov.io/gh/JuliaStats/HypothesisTests.jl/pull/293?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=JuliaStats#diff-c3JjL2phcnF1ZV9iZXJhLmps) | `100.00% <100.00%> (ø)` | |

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itsdebartha commented 1 year ago

@ParadaCarleton can you look at this implementation and let me know if it is fine?

ParadaCarleton commented 1 year ago

Looks good, thank you!