mvnTest: Goodness of Fit Tests for Multivariate Normality

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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.

Author
Natalya Pya [aut, cre], Vassilly Voinov [aut], Rashid Makarov [aut], Yevgeniy Voinov [aut]
Date of publication
2016-02-10 18:57:23
Maintainer
Natalya Pya <nat.pya@gmail.com>
License
GPL (>= 2)
Version
1.1-0

View on CRAN

Man pages

ad-class
Class '"ad"'
AD.test
Anderson-Darling test for multivariate normality
cm-class
Class '"cm"'
CM.test
Cramer-von Mises test for Multivariate Normality
dh-class
Class '"dh"'
DH.test
Doornik-Hansen test for Multivariate Normality
hz-class
Class '"hz"'
HZ.test
Henze-Zirkler test for Multivariate Normality
mvnTest-package
Goodness-of-fit tests for multivariate normality
r-class
Class '"r"'
R.test
Royston test for Multivariate Normality
S2-class
Class '"S2"'
S2.test
Chi-squared type tests for Multivariate Normality

Files in this package

mvnTest
mvnTest/NAMESPACE
mvnTest/R
mvnTest/R/mvn.tests.r
mvnTest/R/classes.tests.r
mvnTest/R/S2.test.r
mvnTest/MD5
mvnTest/DESCRIPTION
mvnTest/man
mvnTest/man/hz-class.Rd
mvnTest/man/S2-class.Rd
mvnTest/man/cm-class.Rd
mvnTest/man/dh-class.Rd
mvnTest/man/mvnTest-package.Rd
mvnTest/man/ad-class.Rd
mvnTest/man/r-class.Rd
mvnTest/man/R.test.Rd
mvnTest/man/AD.test.Rd
mvnTest/man/HZ.test.Rd
mvnTest/man/S2.test.Rd
mvnTest/man/CM.test.Rd
mvnTest/man/DH.test.Rd