Shapiro-Wilks test

[Daniel Robbins]

Hi,

Does anyone know if the Shapiro-Wilks test can be performed outside of MuPdad?

I have followed examples online using MuPad for random numbers, but I would like to simply write a script as I would with lillietest, but with the shapiro-wilks test.

Please can anyone tell me, or direct me to webpage that explains, how to apply a shapiro-wilk test without using Mupad?

I am running MatLab 2013a and have the statistics toolbox.

All help is appreciated.
Dan

[dpb]

Small or large sample sizes? Showing my age, many years ago I
implemented ANSI N15.15-1974 and it appears that the NIST page today is
still consistent w/ it. I don't know of a downloadable Matlab
implementation altho I didn't search the File Exchange; perhaps somebody
has posted one there.

The test statistic is pretty simply to compute except for the
complication of the coefficients required being tabular; I suppose
that's where you've run into trouble. Unfortunately, I can't seem to
locate any code here any longer.

I did find one Fortran subroutine but you'll either have to find some
doc for it or do some digging to decipher it...

<http://lib.stat.cmu.edu/apstat/R94>

I have a copy of the old ANSI Std and the tables are also in Statistical
Models in Engineering, Hahn & Shapiro, Wiley & Sons, which I also do
have. I'm not sure if it's kosher to scan and post those or not but if
you have an accessible addy you can camouflage and post, I can see about
sending copy offline if you can't come across sources.

I also note that ML has the function JBTEST for the Jarque-Bera
test--I'm not familiar with it at all so can't comment on how it compares.

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