/* Cramer-von Mises test for normality */
/* This program is a GAUSS version of 'cvm.test' */
/* by Juergen Gross in library 'nortest' of R.   */
new; cls;
x=rndn(100,1);
call CVMtest(x);



proc CVMtest(x);
   local n,p,W,Z,pval;
   if ismiss(x);
      errorlog "Warning: missing data found.";
      x=packr(x);
   endif;
   n=rows(x);
   x=sortc(x,1);
   p=cdfn((x-meanc(x))/stdc(x));
   W=1/(12*n)+sumc((p-(2*seqa(1,1,n)-1)/(2*n))^2);
   Z=W*(1+0.5/n);
   if Z<0.0275;
      pval=1-exp(-13.953+775.5*Z-12542.61*Z^2);
   elseif Z<0.051;
      pval=1-exp(-5.903+179.546*Z-1515.29*Z^2);
   elseif Z<0.092;
      pval=exp(0.886-31.62*Z+10.897*Z^2);
   else;
      pval=exp(1.111-34.242*Z+12.832*Z^2);
   endif;
   print "stat=" W;
   print "pval=" pval;
   retp(W);
endp;