Tests if the returns of a set of assets are normally distributed.
1 2 3 4  assetsTest(x, method = c("shapiro", "energy"), Replicates = 99)
mvshapiroTest(x)
mvenergyTest(x, Replicates = 99)

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 
returns an object of class htest
.
Diethelm Wuertz for this Rmetrics port.
Rizzo M.L. (2002); A New Rotation Invariant GoodnessofFit 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.
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")

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