title: Normality tests in C++ or java (statistics)
body: <p>I am looking for a library in C/C++ or java (or easily callable from those) that implements statistical normality tests:
  <a href="http://en.wikipedia.org/wiki/Normality_test" rel="nofollow">http://en.wikipedia.org/wiki/Normality_test</a></p>
  
  <p>I had a quick look at boost and GSL, but they don't seem to include these.</p>
  
  <p>I would appreciate links and examples how to use these tests (e.g. I am not sure how to link R libraries)</p>
  
  <p>I would preferably work under Linux, but this is a secondary requirement.</p>