test.MQ2: Manzotti-Quiroz test 2

In mnt: Affine Invariant Tests of Multivariate Normality

Description

Performs the second test of multivariate normality of Manzotti and Quiroz (2001).

Usage

test.MQ2(data, MC.rep = 10000, alpha = 0.05)

Arguments

data	a n x d matrix of d dimensional data vectors.
MC.rep	number of repetitions for the Monte Carlo simulation of the critical value
alpha	level of significance of the test

Value

a list containing the value of the test statistic, the approximated critical value and a test decision on the significance level alpha:

$Test

name of the test.

$Test.value

the value of the test statistic.

$cv

the approximated critical value.

$Decision

the comparison of the critical value and the value of the test statistic.

#'

References

Manzotti, A., Quiroz, A.J. (2001), Spherical harmonics in quadratic forms for testing multivariate normality, Test, 10:87-104, DOI

See Also

MQ2

Examples

test.MQ2(MASS::mvrnorm(50,c(0,1),diag(1,2)),MC.rep=500)

mnt documentation built on July 31, 2020, 5:07 p.m.