R/mshapiro.test.R

In lixiangchun/lxctk: Li Xiangchun's tool-kit (lxctk)

#	$Id: mshapiro.test.R,v 1.7 2003-09-23 20:40:08 sjarek Exp $	
mshapiro.test <- function(U) {

    if(!is.matrix(U))
      stop("U[] is not a matrix with number of columns (sample size) between 3 and 5000")
    n     <- ncol(U)
    if(n < 3 || n > 5000)
	stop("sample size must be between 3 and 5000")
    rng <- range(U)
    rng <- rng[2] - rng[1]
    if(rng == 0)
	stop("all `U[]' are identical")

    Us       <- apply(U,1,mean)
    R        <- U-Us

    M.1     <- solve(R%*%t(R),tol=1e-18)
    Rmax    <- diag(t(R)%*%M.1%*%R)
    C       <- M.1%*%R[,which.max(Rmax)]
    Z       <- t(C)%*%U

    return(shapiro.test(Z))
}