IDL Shapiro-Wilks test ?

[Karl Young <kyoung(at)itsa.ucsf.edu>]

Hi,

    I'm playing with the idea of doing some nonnormality tests for the
distribution of residuals for some least squares fitting problems I'm
working on. In fumbling around trying to figure out how to do this I
came across the name of a test called the Shapiro-Wilks test. I searched
at LANL but didn't come up with anything and was wondering if anyone has
written an IDL version of this test. As disgusting as this is, I'm too
lazy to even run over to the library to find the test in a statistics
book and code it up (the ravages of age !). I think I can hack a version
of the Kolmogorv-Smirnov test out of the textbooks I have but I don't
have anything that describes the Shapiro-Wilks test. Any tips greatly
appreciated (also as I'm complete novice re. nonnormality tests, so any
general pointers on these welcome as well),

-- KY

Karl Young
Research Physicist
UC San Francisco
kyoung@itsa.ucsf.edu