/* Omnibus Moments test for normality */ /* This program is a GAUSS version of Omnibus Moments test in 'gofnorm' */ /* (Fortran code by Paul Johnson) located in library 'fBasics' of R. */ new; cls; x=rndn(100,1); call OminiMoments(x); proc OminiMoments(x); local n,sum1,sum2,sum3,sum4,sum5,tssm,fssm; if ismiss(x); errorlog "Warning: missing data found."; x=packr(x); endif; n=rows(x); sum1=sumc(x); sum2=sumc((x-meanc(x))^3); sum3=sumc((x-meanc(x))^2); sum5=sum3; sum3=sum3^1.5; tssm=(n^0.5)*sum2/sum3; sum4=sumc((x-meanc(x))^4); fssm=(n*sum4)/(sum5.*sum5); print "tssm=" tssm; print "fssm=" fssm; retp(tssm~fssm); endp;