PPCCtest {MVET}

Probability Plot Correlation Coefficient(PPCC) Test for Multivariate Normality Test

Description

The correlation coefficient of the quantiles and mahalanobis square are tested by using the critical value table by Filliben (1975) for the multivariate normality test.

Usage

PPCCtest(data,
         level = 0.05)

Arguments

data

A numeric matrix or data frame.

level

At the 0.01 or 0.05 significance level, the critical value. (default = 0.05)

Value

data.cnt

Observation n data count.

PPCC.value

Correlation coefficient value.

critical.value

Critical value proposed by Filliben (1975), corresponding to data.cnt and PPCC.value.

test.res

Final result of multivariate normality.

QQPlot

Shows Chi-Square Q-Q plot.

References

Filliben, J. J. (1975), The Probability Plot Correlation Coefficient Test for Normality, Technometrics 17, 111-117.

Examples

data(wine)
class1.wine <- subset(wine, class == 1)[, -1]
PPCCtest(class1.wine, level = 0.05)