MardiaTest {QRMlib}R Documentation

Mardia's Tests of Multinormality

Description

conducts Mardia's tests of multinormality based on multivariate skewness and kurtosis statistics

Usage

MardiaTest(data)

Arguments

data data matrix

Details

see page 70 of QRM

Value

vector consisting of skewness statistic, p-value for skewness statistic, kurtosis statistic and p-value for kurtosis statistic

See Also

jointnormalTest

Examples

data <- rmnorm(1000,d=10,rho=0.6); 
MardiaTest(data); 

[Package QRMlib version 1.4.4 Index]