Jenny,

You may try here: http://en.wikipedia.org/wiki/Normality_test which mentions the R package nortest

and here;

The Probability Plot Correlation Coefficient Test for Normality, James J. Filliben:

http://www.jstor.org/sici?sici=0040-1706(197502)17%3A1%3C111%3ATPPCCT%3E2.0.CO%3B2-6&cookieSet=1
http://www.minitab.com/resources/articles/normprob.pdf
http://engineering.tufts.edu/cee/people/vogel/publications/probability1986.pdf

Regards,
Tom

Jenny Barnes wrote:
Hi Ben and R-help communtiy,

More specifics:

I am using sea-surface temperature (averaged over an area) and also winds (averaged over an area) to use in a linear regression model as predictors for rainfall over a small region of Africa. So I have 1 time series of sea-temp and one timeseries of rainfall (over 36 years - seasonal average) and I have performed the linear regression between the 2. I now want to check if the residuals are normally distributed. If they are not I want an R function that will tell me what distribution they are most similar to - so that I can apply a suitable transformation to make the data normal.....

Any more tips now that you have a few more details perhaps? :o)

Thanks for your time,

Jenny

On Mon, 30 Jun 2008, Ben Bolker wrote:

Jenny Barnes <jmb <at> mssl.ucl.ac.uk> writes:


Dear R-help community,

Does anybody know of a stats function in R that tells you which
distribution best fits your data? I have tried look through the archives
but have only found functions that tell you if it's normal or log etc.
specifically - I am looking for a function that tells you (given a
timeseries) what the distribution is.

Any help/advice will be greatly appreciated,

All the best,

Jenny Barnes

jmb <at> mssl.ucl.ac.uk

  The problem is that it's not generally a good
idea to data-dredge in this way. Your best bet is
to think about the characteristics of the
data (discrete or continuous, non-negative or real,
symmetric or skewed) and try to narrow it down to
a few distributions -- then you can use fitdistr()
(from the MASS package) or something similar
to compare among them.

 If you say a little bit more about what
you're trying to do with the data you might
get some more specific advice.

 Ben Bolker

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