如何在R中提取Doornik-Hansen正态性检验的Ep统计量与Sig.Ep

First, you’ll want to capture the output of normality.test2() into a variable instead of just printing it to the console. This output is a named list containing all the test results, which makes it straightforward to pull out specific values like Ep and Sig.Ep.

Here’s how to adjust your code to do this:

# Define your matrix as before
m_1 <- matrix(data[,2], nrow = nrow(data), ncol = 1)

# Run the test and store the full result in a variable
dh_test_output <- normality.test2(m_1)

# Extract the test statistic Ep
ep_stat <- dh_test_output$Ep

# Extract the significance (p-value) Sig.Ep
sig_ep_value <- dh_test_output$Sig.Ep

# Optional: Print the results to verify
cat("Doornik-Hansen Test Statistic (Ep):", ep_stat, "\n")
cat("P-Value (Sig.Ep):", sig_ep_value, "\n")

How this works: #

The normality.test2() function returns a list where each result component has a clear name (like Ep, Sig.Ep, Sk for skewness, Ku for kurtosis, etc.). Using the $ operator lets you directly access these named elements. If you ever want to see all available components in the test output, run names(dh_test_output) to list them out.

内容的提问来源于stack exchange，提问作者Klaus Hoejlund