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
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | Time series data. | None | False |
| target | str | Target column name. | None | False |
Returns
Normality tests summary. See qa_models.NormalityModel for details.