mvsf: Shapiro-Francia Multivariate Normality Test

In mvsf: Shapiro-Francia Multivariate Normality Test

Description

An extension of the Shapiro-Wilk multivariate normality test developed by Slawomir Jarek (mshapiro.test) to the Shapiro-Francia normality test.

Usage

mvsf(m)

Arguments

m	a numeric matrix of data values, the number of which must be for each sample between 5 and 5000.

Value

A list with class "htest" containing the following components:

statistic	the value of the multivariate Shapiro-Francia statistic.
p.value	the p-value for the test.
method	the character string "Generalized Shapiro-Francia test for Multivariate Normality".
data.name	a character string giving the name of the data.

Author(s)

David Delmail ([e-mail])

References

Domanski C. (1998). Wlasnosci testu wielowymiarowej normalnosci Shapiro-Wilka i jego zastosowanie. Cracow University of Economics Rector's Lectures, 37.

Jarek S. (2009). Shapiro-Wilk Multivariate Normality Test. Package mvnormtest. http://cran.r-project.org/web/packages/mvnormtest/

Royston P. (1982). An extension of Shapiro and Wilk's test for normality to large samples. Applied Statistics, 31: 115-124.

Royston P. (1993). A pocket-calculator algorithm for the Shapiro-Francia test for non-normality: an application to medicine. Statistics in Medicine, 12: 181-184.

Shapiro S.S., Francia R.S. (1972). An approximate analysis of variance test for normality. Journal of the American Statistical Association, 67: 215-216.

Thode Jr. H.C. (2002). Testing for Normality. Marcel Dekker (Ed.), New York.

See Also

sf.test for univariate samples; shapiro.test, ad.test, cvm.test, lillie.test, pearson.test for performing further univariate tests for normality; mshapiro.test for performing another multivariate test for normality; qqnorm for producing a normal quantile-quantile plot.

Examples

library(mvsf)
data(EuStockMarkets)

X <- t(EuStockMarkets[15:29,1:4])
mvsf(X)

mvsf documentation built on May 2, 2019, 2:48 p.m.