mvShapiro.Test {mvShapiroTest}R Documentation

Generalized Shapiro-Wilk test for multivariate normality

Description

Given a d-dimensional random sample of size n, this function computes the test statistic and p-value of the Shapiro-Wilk test for multivariate normality proposed by Villasenor-Alva and Gonzalez-Estrada (2009).

Usage

mvShapiro.Test(X)

Arguments

X Numeric data matrix with d columns (vector dimension) and n rows (sample size).

Details

n must be larger than d.

When d=1, mvShapiro.Test(X) produces the same results as shapiro.test(X).

Value

A list with class "htest" containing the following components.

statistic the value of the generalized Shapiro-Wilk statistic for testing multivariate normality.
p.value the p-value of the test.
method the character string "Generalized Shapiro-Wilk test for multivariate normality".
data.name a character string giving the name of the data set.

Author(s)

Elizabeth Gonzalez Estrada egonzalez@colpos.mx, Jose A. Villasenor Alva

References

Villasenor-Alva, J.A. and Gonzalez-Estrada, E. (2009). A generalization of Shapiro-Wilk's test for multivariate normality. Communications in Statistics: Theory and Methods,38 11,1870-1883.

See Also

shapiro.test

Examples

X <-  matrix(rnorm(40),ncol=2)        ## Two dimensional random sample of size 20
mvShapiro.Test(X)                       ## Testing multivariate normality on X

[Package mvShapiroTest version 0.0.1 Index]