mvnTest-package {mvnTest}

Goodness-of-fit tests for multivariate normality

Description

mvnTest provides functions for assessing multivariate normality. It includes eight test statistics such as three Wald's type chi-squared tests (McCulloch, Nikulin-Rao-Robson and Dzhaparidze-Nikulin tests), non-parametric Anderson-Darling and Cramer-von Mises tests; Doornik-Hansen test, Royston test and Henze-Zirkler test.

Details

Package:	mvnTest
Type:	Package
License:	GPL (>= 2)

Note

The printing method and plotting are in part adapted from R package MVN (version 4.0, Korkmaz, S. et al., 2015)

Author(s)

Vassilly Voinov, Natalya Pya, Rashid Makarov, Yevgeniy Voinov

Maintainer: Natalya Pya <[e-mail]>