MVN (version 4.0)

uniNorm: Univariate Normality Tests

Description

This function performs univariate normality tests, including Sahapiro-Wilk, Cramer-von Mises, Lilliefors (Kolmogorov-Smirnov), Shapiro-Francia and Anderson-Darling.

Usage

uniNorm(data, type = c("SW", "CVM", "Lillie", "SF", "AD"), desc = TRUE)

Arguments

data

a vector, data frame or matrix

type

select one of the univariate normality tests: SW: Shapiro-Wilk, CVM: Cramer-von Mises, Lillie: Lilliefors (Kolmogorov-Smirnov), SF: Shapiro-Francia, AD: Anderson-Darling

desc

if TRUE, it displays descriptive statistics including mean, standard deviation, median, minimum, maximum, 25th and 75th percentiles, skewness and kurtosis.

Details

SW is default.

See Also

mardiaTest roystonTest hzTest mvnPlot mvOutlier uniPlot

Examples

setosa = iris[1:50, 1:4] # Iris data only for setosa and four variables
uniNorm(setosa, type = "SW", desc = TRUE)