Parameters

If normalize=1 is passed, the data are normalized before performing the test, eliminating the effect of quantitative differences between variables. This can be useful when different units are used for data and observations. A second parameter can be passed to use the $R^2$ value of the regression to influence the weight of the test: if weight_r2=1 is passed, the $R^2$ value will multiply the weight of the test (the score will be unchanged).