Learn R Programming

mvnTest (version 1.1-0)

Goodness of Fit Tests for Multivariate Normality

Description

Routines for assessing multivariate normality. Implements three Wald's type chi-squared tests; non-parametric Anderson-Darling and Cramer-von Mises tests; Doornik-Hansen test, Royston test and Henze-Zirkler test.

Copy Link

Version

Install

install.packages('mvnTest')

Monthly Downloads

305

Version

1.1-0

License

GPL (>= 2)

Maintainer

Natalya Pya

Last Published

February 10th, 2016

Functions in mvnTest (1.1-0)

CM.test

Cramer-von Mises test for Multivariate Normality
AD.test

Anderson-Darling test for multivariate normality
mvnTest-package

Goodness-of-fit tests for multivariate normality
cm-class

Class "cm"
R.test

Royston test for Multivariate Normality
r-class

Class "r"
dh-class

Class "dh"
ad-class

Class "ad"
HZ.test

Henze-Zirkler test for Multivariate Normality
S2.test

Chi-squared type tests for Multivariate Normality
S2-class

Class "S2"
hz-class

Class "hz"
DH.test

Doornik-Hansen test for Multivariate Normality