mvnTest: Goodness of Fit Tests for Multivariate Normality

Routines for assessing multivariate normality. Implements three Wald's type chi-squared tests; non-parametric Anderson-Darling and Cramer-von Mises tests; Doornik-Hansen test, Royston test and Henze-Zirkler test.

Package details

AuthorNatalya Pya [aut, cre], Vassilly Voinov [aut], Rashid Makarov [aut], Yevgeniy Voinov [aut]
MaintainerNatalya Pya <nat.pya@gmail.com>
LicenseGPL (>= 2)
Version1.1-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mvnTest")

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mvnTest documentation built on May 2, 2019, 2:44 p.m.