Description Usage Arguments Value References See Also Examples
It computes a multiviariate normality test based on a non-negative functional distance which was proposed by Henze and Zirkler (1990). Under the null hypothesis the test statistic is approximately log-normally distributed.
1 | mhz(X)
|
X |
an n*p numeric matrix or data frame. |
Returns a list with two objects:
mv.test
results of the Henze-Zirkler test, i.e., test statistic, p-value, and multivariate normality summary (YES, if p-value>0.05).
uv.shapiro
a dataframe with p rows detailing univariate Shapiro-Wilk tests. Columns in the dataframe contain test statistics W, p-value,and univariate normality summary (YES, if p-value>0.05).
Henze, N., & Zirkler, B. (1990). A class of invariant consistent tests for multivariate normality. Communications in statistics-Theory and Methods, 19(10), 3595-3617.
Shapiro, S. S., & Wilk, M. B. (1965). An analysis of variance test for normality (complete samples). Biometrika, 52(3/4), 591-611.
Zhou, M., & Shao, Y. (2014). A powerful test for multivariate normality. Journal of applied statistics, 41(2), 351-363.
power.mhz
, mvnTest
, faTest
, msw
, msk
, mardia
, mvn
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | set.seed(12345)
## Data from gamma distribution
X = matrix(rgamma(50*4,shape = 2),50)
mhz(X)
## Data from normal distribution
X = matrix(rnorm(50*4,mean = 2 , sd = 1),50)
mhz(X)
## load the ubiquitous multivariate iris data ##
## (first 50 observations of columns 1:4) ##
iris.df = iris[1:50, 1:4]
mhz(iris.df)
|
$mv.test
Statistic p-value Result
1.194 5e-04 NO
$uv.shapiro
W p-value UV.Normality
V1 0.9226 0.0029 No
V2 0.9056 7e-04 No
V3 0.9106 0.0011 No
V4 0.959 0.0808 Yes
$mv.test
Statistic p-value Result
0.7224 0.6299 YES
$uv.shapiro
W p-value UV.Normality
V1 0.9812 0.6023 Yes
V2 0.9552 0.0561 Yes
V3 0.9799 0.5489 Yes
V4 0.9847 0.7595 Yes
$mv.test
Statistic p-value Result
0.9488 0.05 NO
$uv.shapiro
W p-value UV.Normality
Sepal.Length 0.9777 0.4595 Yes
Sepal.Width 0.9717 0.2715 Yes
Petal.Length 0.955 0.0548 Yes
Petal.Width 0.7998 0 No
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.