normality

A Rust crate for assessing the normality of a data sample. It provides several common statistical tests to determine if a set of data is likely drawn from a normal distribution.

All test implementations are generic and can work with f32 or f64 data types. The implementations are ported from well-established algorithms found in popular R packages.

Implemented Tests

• Shapiro-Wilk Test
• Lilliefors (Kolmogorov-Smirnov) Test
• Anderson-Darling Test
• Jarque-Bera Test
• Pearson Chi-squared Test
• D'Agostino's K-squared Test
• Anscombe-Glynn Kurtosis Test
• Energy Test

Installation

Either run cargo add normality or add the crate to your Cargo.toml:

[dependencies]
normality = "2"

# To enable parallel execution for faster performance on large data:
# normality = { version = "2", features = ["parallel"] }

Example Usage

use normality::{shapiro_wilk, Error};

fn main() -> Result<(), Error> {
    // Sample data that is likely from a normal distribution
    let data = vec![-1.1, -0.8, -0.5, -0.2, 0.0, 0.2, 0.5, 0.8, 1.1, 1.3];

    // Perform the Shapiro-Wilk test
    let result = shapiro_wilk(data)?;

    println!("Shapiro-Wilk Test Results:");
    println!("  W-statistic: {:.4}", result.statistic);
    println!("  p-value: {:.4}", result.p_value);

    // Interpretation: A high p-value (e.g., > 0.05) suggests that the data
    // does not significantly deviate from a normal distribution.
    if result.p_value > 0.05 {
        println!("Conclusion: The sample is likely from a normal distribution.");
    } else {
        println!("Conclusion: The sample is not likely from a normal distribution.");
    }

    Ok(())
}

Parallelism

This crate supports optional parallelism via the rayon crate. This can significantly improve performance for large datasets by parallelizing sorting and statistical calculations.

To enable parallelism, add the parallel feature to your Cargo.toml:

[dependencies]
normality = { version = "2", features = ["parallel"] }

When enabled, functions will automatically use parallel iterators and parallel sorting algorithms. No changes to your code are required.

Accuracy

The accuracy of the implemented tests has been verified against their R equivalents. Running the integration tests for this crate requires a local installation of R and for the Rscript executable to be available in the system's PATH.

License

This project is licensed under the MIT License.