Nothing
mvShapiro.Test <-
function(X)
{
dname <- deparse(substitute(X))
if(is.vector(X)==TRUE) X=cbind(X)
stopifnot(is.matrix(X))
n <- nrow(X)
if (n < 12 || n > 5000)
stop("Sample size must be between 12 and 5000.")
p <- ncol(X)
if(n<=p)
stop("Sample size must be larger than vector dimension.")
if(n>p)
{
x <- scale(X, scale = FALSE)
eigenv <- eigen(var(X), symmetric = TRUE)
e.vec <- as.matrix(eigenv$vectors)
sqrS <- e.vec%*% diag(1/sqrt(eigenv$values),ncol=p) %*% t(e.vec)
z <- t(sqrS%*%t(x))
w <- rep(NA,p)
for(k in 1:p)
{
w[k] <- shapiro.test(z[,k])$statistic
}
wast <- mean(w)
y <- log(n)
w1 <- log(1-wast)
m <- -1.5861-.31082*y-0.083751*y^2+.0038915*y^3
s <- exp(-.4803-.082676*y+.0030302*y^2)
s2 <- s^2
sigma2 <- log((p-1+exp(s2))/p)
mu1 <- m+s2/2-sigma2/2
p.value <- pnorm(w1,mean=mu1,sd=sqrt(sigma2),lower.tail=FALSE)
results <- list(statistic=c(MVW=wast),"p.value"=p.value, method = "Generalized Shapiro-Wilk test for Multivariate Normality by Villasenor-Alva and Gonzalez-Estrada", data.name=dname)
class(results) = "htest"
return(results)
}
}
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