Re: [Gretl-users] using some test commands with matrix input (instead of series)
On Wed, 7 Dec 2016, Sven Schreiber wrote:
Hi,
I've come across the (minor) problem that I wanted to test a vector of data
observations for following a certain distribution. There was no statistical
problem, but I had to set up a "dummy" workfile with "nulldata" and
convert
the vector to a series to be able to use the "normtest" command.
But since "nulldata" isn't so easy to use or not allowed in loops and/or
functions, this caused some complications. So I wanted to ask if it's also
possible to run such tests on vectors/matrices, instead of series in
workfiles. Besides "normtest" another candidate might be "difftest",
and
probably some others, too.
Yes, good idea. To allow such flexibility I think we'd want to add a
function version of normtest (and possibly some other commands). A
normtest() function could accept a series (either named or "on the
fly") or vector, plus an integer to select the test-type, and could
return a 2-vector of test statistic and p-value. This should be pretty
easy since it would use the same backend as the command.
Allin