Powerful Tests for Multivariate Normality


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Documentation for package ‘mvnormalTest’ version 1.0.0

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copulas Random Generation for the Copula Generated Distributions
faTest Rotational Robust Shapiro-Wilk Type (SWT) Test for Multivariate Normality (FA Test of Fattorini)
IMMV Random Generation for Distribution with Independent Marginals
mardia Mardia Test (Skewness and Kurtosis) for Multivariate Normality
mhz Henze-Zirkler Test for Multivariate Normality
msk Bowman and Shenton Test for Multivariate Normality
msw Shapiro-Wilk Type (SWT) Tests for Multivariate Normality
MVNMIX Random Generation for the Normal Mixture Distribution
mvnTest A Powerful Test for Multivariate Normality (Zhou-Shao's Test)
power.faTest Power Calculation using the Fattorini's FA Test Statistic
power.mhz Power Calculation using the Henze-Zirkler Test Statistic
power.msk Power Calculation using the Bowman and Shenton Test Statistic
power.mswR Power Calculation using the SWT-based Royston Test Statistic
power.mswV Power Calculation using the SWT-based Villasenor-Alva and Gonzalez-Estrada (VAGE) Test Statistic
power.mvnTest Power Calculation using the Zhou-Shao's Multivariate Normality Test Statistic (T_n)
power.usw Power Calculation using the Univariate Shapiro-Wilk Test Statistic
PSII Random Generation for the Spherically Symmetric Pearson Type II Distribution
PSVII Random Generation for the Spherically Symmetric Pearson Type VII Distribution
SPH Random Generation for General Spherically Symmetric Distributions