MVN (version 4.0.2)

roystonTest: Royston's Multivariate Normality Test

Description

This function performs Royston's Multivariate Normality Test.

Usage

roystonTest(data, qqplot = FALSE)

Arguments

data

a numeric matrix or data frame

qqplot

if TRUE it creates a chi-square Q-Q plot

Value

Details

A function to generate the Shapiro-Wilk's W statistic needed to feed the Royston's H test for multivariate normality However, if kurtosis of the data greater than 3 then Shapiro-Francia test is used for leptokurtic samples else Shapiro-Wilk test is used for platykurtic samples.

If there are missing values in the data, a listwise deletion will be applied and a complete-case analysis will be performed.

References

Korkmaz S, Goksuluk D, Zararsiz G. MVN: An R Package for Assessing Multivariate Normality. The R Journal. 2014 6(2):151-162. URL https://journal.r-project.org/archive/2014-2/korkmaz-goksuluk-zararsiz.pdf

Johnson, R.A. and Wichern, D. W. (1992). Applied Multivariate Statistical Analysis. 3rd. ed. New-Jersey:Prentice Hall.

Mecklin, C.J. and Mundfrom, D.J. (2005). A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality. Journal of Statistical Computation and Simulation, 75:93-107.

Royston, J.P. (1982). An Extension of Shapiro and Wilks W Test for Normality to Large Samples. Applied Statistics, 31(2):115124.

Royston, J.P. (1983). Some Techniques for Assessing Multivariate Normality Based on the Shapiro-Wilk W. Applied Statistics, 32(2).

Royston, J.P. (1992). Approximating the Shapiro-Wilk W-Test for non-normality. Statistics and Computing, 2:117-119.121133.

Royston, J.P. (1995). Remark AS R94: A remark on Algorithm AS 181: The W test for normality. Applied Statistics, 44:547-551.

Shapiro, S. and Wilk, M. (1965). An analysis of variance test for normality. Biometrika, 52:591611.

Trujillo-Ortiz, A., R. Hernandez-Walls, K. Barba-Rojo and L. Cupul-Magana. (2007). Roystest:Royston's Multivariate Normality Test. A MATLAB file. URL http://www.mathworks.com/matlabcentral/fileexchange/17811

See Also

hzTest mardiaTest mvnPlot mvOutlier uniPlot uniNorm

Examples

setosa = iris[1:50, 1:4] # Iris data only for setosa and four variables
result = roystonTest(setosa, qqplot = TRUE)
result