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.
- Natalya Pya [aut, cre], Vassilly Voinov [aut], Rashid Makarov [aut], Yevgeniy Voinov [aut]
- Date of publication
- 2016-02-10 18:57:23
- Natalya Pya <firstname.lastname@example.org>
- GPL (>= 2)
- Class '"ad"'
- Anderson-Darling test for multivariate normality
- Class '"cm"'
- Cramer-von Mises test for Multivariate Normality
- Class '"dh"'
- Doornik-Hansen test for Multivariate Normality
- Class '"hz"'
- Henze-Zirkler test for Multivariate Normality
- Goodness-of-fit tests for multivariate normality
- Class '"r"'
- Royston test for Multivariate Normality
- Class '"S2"'
- Chi-squared type tests for Multivariate Normality
Files in this package