/* Shapiro-Francia test for normality */
/* This program is a GAUSS version of 'sf.test' */
/* by Juergen Gross in library 'nortest' of R.  */
new; cls;
x=rndn(100,1);
call SFtest(x);



proc SFtest(x);
   local n,a,y,cr,W,u,v,mu,sig,z,pval;
   if ismiss(x);
      errorlog "Warning: missing data found.";
      x=packr(x);
   endif;
   n=rows(x);
   x=sortc(x,1);
   a=3/8;
   y=cdfni((seqa(1,1,n)-a)/(n+(1-a)-a));
   cr=corrx(x~y);
   W=cr[1,2]^2;
   u=ln(n);
   v=ln(u);
   mu=-1.2725+1.0521*(v-u);
   sig=1.0308-0.26758*(v+2/u);
   z=(ln(1-W)-mu)/sig;
   pval=1-cdfn(z);
   print "Shapiro-Francia W Test:";
   print/rz "n   =" n;
   print "stat=" W;
   print "pval=" pval;
   retp(W);
endp;