mardia.test: Mardia test for multivariate normality

In fastmatrix: Fast Computation of some Matrices Useful in Statistics

Mardia test for multivariate normality

Description

Performs Mardia's tests to assess multivariate normality based on the multivariate skewness and kurtosis coefficients.

Usage

mardia.test(x)

Arguments

x	matrix of data with, say, p columns.

Value

A list of class 'Mardia.test' with the following elements:

skewness	a list containig the statistic, the degrees of freedom (parameter), the p.value for the test and the estimated skewness coefficient.
kurtosis	a list containig the statistic, the p.value for the test and the estimated kurtosis coefficient.

References

Mardia, K.V. (1970). Measures of multivariate skewness and kurtosis with applications. Biometrika 57, 519-530.

Mardia, K.V. (1974). Applications of some measures of multivariate skewness and kurtosis in testing normality and robustness studies. Sankhya 36, 115-128.

Examples

setosa <- iris[1:50,1:4]
z <- mardia.test(setosa)
z

set.seed(149)
Sigma <- matrix(c(10,3,3,2), ncol = 2)
x <- rmnorm(n = 300, Sigma = Sigma)
z <- mardia.test(x)
z

fastmatrix documentation built on Nov. 5, 2025, 6:21 p.m.