/* Durbin's Exact test for normality */
/* This program is a GAUSS version of Durbin's Exact test in 'gofnorm' */
/* (Fortran code by Paul Johnson) located in library 'fBasics' of R.   */
new; cls;
x=rndn(100,1);
call DurbinsExact(x);



proc DurbinsExact(x);
   local n,b,c,g,z,stat;
   if ismiss(x);
      errorlog "Warning: missing data found.";
      x=packr(x);
   endif;
   n=rows(x);
   x=sortc(x,1); 
   x=(x-meanc(x))/stdc(x);
   b=cdfn(x);
   b=sortc(b,1);
   c=b[2:n]-b[1:n-1];
   c=b[1]|c|(1-b[n]);
   c=sortc(c,1); 
   g=seqa(n,-1,n-1).*(c[2:n]-c[1:n-1]);
   g=((n+1)*c[1])|g|(c[n+1]-c[n]);
   z=(seqa(1,1,n)/n)-cumsumc(g[1:n]);
   z=sortc(z,1);
   stat=z[n];
   print "stat=" stat;
   retp(stat);
endp;