CRAN/E | mvnormalTest

mvnormalTest

Powerful Tests for Multivariate Normality

Installation

About

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).

Key Metrics

Version 1.0.0
R ≥ 3.5.0
Published 2020-04-28 1465 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks mvnormalTest results
Language en-US

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Maintainer

Maintainer

Yian Zhang

yz2777@nyu.edu

Authors

Yian Zhang

aut / cre

Ming Zhou

aut

Yongzhao Shao

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.5.0

Imports

stats
nortest
moments
copula

Suggests

knitr