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.

Examples

from openbb import obb
# Get Normality Statistics.
stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()
obb.quantitative.normality(data=stock_data, target='close')
obb.quantitative.normality(target='close', data=[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}, {'date': '2023-01-07', 'open': 128.33, 'high': 140.0, 'low': 116.67, 'close': 134.17, 'volume': 11666.67}, {'date': '2023-01-08', 'open': 125.71, 'high': 137.14, 'low': 114.29, 'close': 131.43, 'volume': 11428.57}, {'date': '2023-01-09', 'open': 123.75, 'high': 135.0, 'low': 112.5, 'close': 129.38, 'volume': 11250.0}])

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Parameters

• standard

Name	Type	Description	Default	Optional
data	List[Data]	Time series data.		False
target	str	Target column name.		False

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Returns

OBBject
    results : NormalityModel
        Normality tests summary. See qa_models.NormalityModel for details.