sstn: Self-Similarity Test for Normality
Implements the Self-Similarity Test for Normality (SSTN), a new
statistical test designed to assess whether a given sample originates from
a normal distribution. The procedure is based on iteratively estimating the
characteristic function of the sum of standardized i.i.d. random variables and
comparing it to the characteristic function of the standard normal distribution.
A Monte Carlo procedure is used to determine the empirical distribution of the
test statistic under the null hypothesis. Details of the methodology are
described in Anarat and Schwender (2025), "A normality test based on self-similarity"
(Submitted).
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