mvnormalTest: Powerful Tests for Multivariate Normality
A simple informative powerful test (mvnTest()) for multivariate normality proposed by
Zhou and Shao (2014) <doi:10.1080/02664763.2013.839637>, 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).
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=mvnormalTest
to link to this page.