[R] Looking for a test of standard normality

[Rolf Turner]

Others may correct me, but I cannot imagine any test of standard normality
giving appreciably more power than is given by the Kolmogorov-Smirnov
test.

I also wonder about the point of testing for (standard) normality in the
first place.  There is a quote --- I think it refers to testing for 
heteroscedasticity,
but I believe it applies equally to testing for normality  --- about 
such testing
being analogous to going out of the harbour in a rowing dinghy to see if 
it's
safe for an ocean liner to put to sea.

     cheers,

         Rolf Turner

On 09/11/12 13:23, Herschtal Alan wrote:
> Dear list members,
>
> I am looking for a goodness of test that will tell me if a sample is
> likely to have come from a standard normal distribution. I can find
> plenty of omnibus tests for normality in the nor.test package, but none
> of them appear to allow me to test against the specific alternative that
> the data are not standard normal. My back up option is to use a
> Kolmogorov-Smirnov test, but my impression is that that is not a very
> powerful test. Any suggestions?