Two methods are used for which references are indicated. When increasing accuracy, the computation time grow. The function intgc.m is used by genz.m Algorithms were tested under Matlab 4.2c.1. Binning them into a histogram and comparing with a Gaussian is one way, but all the departures from the Gaussian lie out on the tails, where they can be hard to see. Also enclosed is a sample script containing 2 examples.
Outliers appear as deviations from the linear locus.
As part of my research work I have a need for non-parametric statistics. This would be trivial except that tied observations must be assigned the average of the ranking that would have been assigned to each individually. Users can add other methods as well. Several data sets are included in the DATA subdirectory. This program implements LMS and provides excellent diagnostics.