Is there a Java library that implements one of the tests for the normality of a sample distribution?
java, statistics
Solution
The statistical library SSJ:
- Is licensed with GNU GPL
- Is pure Java (no JNI)
- Has Anderson–Darling
Problem
I have a dataset and I want to test to see how close it is to a normal or gaussian distribution. I know there are a variety of algorithms for doing this, eg. the Jarque-Bera test, the Anderson–Darling test and many others. I'm hoping to find an open source Java implementation of one of these tests so that I don't need to implement it from scratch. Can anyone offer any pointers?