| Title: | Normality Test for Multivariate Variables |
| Version: | 0.1-9-3 |
| Date: | 2024-03-06 |
| Description: | Generalization of Shapiro-Wilk test for multivariate variables. |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| Encoding: | UTF-8 |
| Depends: | stats |
| NeedsCompilation: | no |
| Packaged: | 2024-03-25 08:45:49 UTC; UE |
| Author: | Sławomir Jarek 
[aut, cre],
Grzegorz Jarek [ctb] |
| Maintainer: | Sławomir Jarek <slawomir.jarek@uekat.pl> |
| Repository: | CRAN |
| Date/Publication: | 2024-03-25 20:10:02 UTC |
Shapiro-Wilk Multivariate Normality Test
Description
Performs the Shapiro-Wilk test for multivariate normality.
Usage
mshapiro.test(U)
Arguments
U |
a numeric matrix of data values, the number of which must be for each sample between 3 and 5000. |
Value
A list with class "htest" containing the following components:
statistic |
the value of the Shapiro-Wilk statistic. |
p.value |
the p-value for the test. |
method |
the character string |
data.name |
a character string giving the name(s) of the data. |
Author(s)
Slawomir Jarek (slawomir.jarek@gallus.edu.pl)
References
Czeslaw Domanski (1998) Wlasnosci testu wielowymiarowej normalnosci Shapiro-Wilka i jego zastosowanie. Cracow University of Economics Rector's Lectures, No. 37.
Patrick Royston (1982)
An Extension of Shapiro and Wilk's W Test for Normality to Large
Samples.
Applied Statistics, 31, 115–124.
Patrick Royston (1982)
Algorithm AS 181: The W Test for Normality.
Applied Statistics, 31, 176–180.
Patrick Royston (1995)
A Remark on Algorithm AS 181: The W Test for Normality.
Applied Statistics, 44, 547–551.
See Also
shapiro.test for univariate samples,
qqnorm for producing a normal quantile-quantile plot.
Examples
library(mvnormtest)
data(EuStockMarkets)
C <- t(EuStockMarkets[15:29,1:4])
mshapiro.test(C)
C <- t(EuStockMarkets[14:29,1:4])
mshapiro.test(C)
R <- t(diff(t(log(C))))
mshapiro.test(R)
dR <- t(diff(t(R)))
mshapiro.test(dR)