mvnTest-package: Goodness-of-fit tests for multivariate normality

Description Details Note Author(s)

Description

mvnTest provides functions for assessing multivariate normality. It includes eight test statistics such as three Wald's type chi-squared tests (McCulloch, Nikulin-Rao-Robson and Dzhaparidze-Nikulin tests), non-parametric Anderson-Darling and Cramer-von Mises tests; Doornik-Hansen test, Royston test and Henze-Zirkler test.

Details

Package: mvnTest
Type: Package
License: GPL (>= 2)

Note

The printing method and plotting are in part adapted from R package MVN (version 4.0, Korkmaz, S. et al., 2015)

Author(s)

Vassilly Voinov, Natalya Pya, Rashid Makarov, Yevgeniy Voinov

Maintainer: Natalya Pya <nat.pya@gmail.com>


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