Hi Alexandre, Alexandre Christie wrote: > > I am new to R, and I am writing to seek your advice on how best to use it to > run > R's various normality tests in an automated way. > > In a nutshell, my situation is as follows. I work in an investment bank, and > my > team and I are concerned that the assumption we make in our models that the > returns of assets are normally distributed may not be justified for certain > asset classes. We are keen to check this statistically. > > To this end, we have an Excel document which contains historical data on the > returns of the asset classes we want to investigate, and we would like to run > R's multiple normality tests on these data to check whether any asset classes > are flagged up as being statistically non-normal. > > I see from the R documentation that there are several R commands to test for > this, but is it possible to progamme a tool which can (i) convert the Excel > data > into a format which R can read, then (ii) run all the relevant tests from R, > then (iii) compare the results (such as the p-values) with a user-defined > benchmark, and (iv) output a file which shows for each asset class, which > tests > reveal that the null hypothesis of normality is rejected?
The short answer is `yes, this is perfectly possible' by putting all the pieces in an R script file and sourcing it or processing it in batch mode. ad (i): there are several ways of accessing Excel files. Using RODBC is one of them. Section 8 of the R Data Import / Export gives an overview of all options. ad (ii): this is a matter of conducting the tests and storing the test results in appropriate data structure ad (iii): straightforward ad (iv): you did not specify > > My team and I would be very grateful for your advice on this. > > Yours sincerely, > > Alex. > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.