Powerful Tests for Multivariate Normality

A simple informative powerful test (mvnTest()) for multivariate normality proposed by Zhou and Shao (2014) , which combines kurtosis with Shapiro-Wilk test that is easy for biomedical researchers to understand and easy to implement in all dimensions. This package also contains some other multivariate normality tests including Fattorini's FA test (faTest()), Mardia's skewness and kurtosis test (mardia()), Henze-Zirkler's test (mhz()), Bowman and Shenton's test (msk()), Royston’s H test (msw()), and Villasenor-Alva and Gonzalez-Estrada's test (msw()). Empirical power calculation functions for these tests are also provided. In addition, this package includes some functions to generate several types of multivariate distributions mentioned in Zhou and Shao (2014).


Reference manual

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1.0.0 by Yian Zhang, 2 years ago

Browse source code at https://github.com/cran/mvnormalTest

Authors: Yian Zhang [aut, cre] , Ming Zhou [aut] , Yongzhao Shao [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats, nortest, moments, copula

Suggests knitr

See at CRAN