# Testing Normality of Multivariate Asset Sets

### Description

Tests if the returns of a set of assets are normally distributed.

### Usage

1 2 3 4 | ```
assetsTest(x, method = c("shapiro", "energy"), Replicates = 99)
mvshapiroTest(x)
mvenergyTest(x, Replicates = 99)
``` |

### Arguments

`x` |
any rectangular time series object which can be converted by the
function |

`method` |
a character string, which allows to select the test.
If |

`Replicates` |
an integer value, the number of bootstrap replicates, by
default 100. This value is only used if |

### Value

returns an object of class `htest`

.

### Author(s)

Diethelm Wuertz for this Rmetrics port.

### References

Rizzo M.L. (2002);
*A New Rotation Invariant Goodness-of-Fit Test*,
PhD dissertation, Bowling Green State University.

Szekely G.J., Rizzo, M.L. (2005);
*A New Test for Multivariate Normality*,
Journal of Multivariate Analysis 93, 58–80.

Szekely G.J. (1989);
*Potential and Kinetic Energy in Statistics*,
Lecture Notes, Budapest Institute of Technology, TechnicalUniversity.

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
*Portfolio Optimization with R/Rmetrics*,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

### Examples

1 2 3 4 5 6 7 8 9 10 11 12 | ```
## LPP -
# Load Swiss Pension Fund Data:
LPP <- LPP2005REC[, 1:6]
head(LPP)
## assetsTest -
# Multivariate Shapiro Test -
assetsTest(LPP, "shapiro")
## assetsTest -
# Multivariate Energy Test -
assetsTest(LPP, "energy")
``` |