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normality

Get Normality Statistics.

  • Kurtosis: whether the kurtosis of a sample differs from the normal distribution.
  • Skewness: whether the skewness of a sample differs from the normal distribution.
  • Jarque-Bera: whether the sample data has the skewness and kurtosis matching a normal distribution.
  • Shapiro-Wilk: whether a random sample comes from a normal distribution.
  • Kolmogorov-Smirnov: whether two underlying one-dimensional probability distributions differ.

Example:​

from openbb import obb
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
obb.quantitative.normality(data=stock_data, target="close")

Parameters​

NameTypeDescriptionDefaultOptional
dataList[Data]Time series data.NoneFalse
targetstrTarget column name.NoneFalse

Returns​

Normality tests summary. See qa_models.NormalityModel for details.