MardiaTest {QRMlib} | R Documentation |
conducts Mardia's tests of multinormality based on multivariate skewness and kurtosis statistics
MardiaTest(data)
data |
data matrix |
see page 70 of QRM
vector consisting of skewness statistic, p-value for skewness statistic, kurtosis statistic and p-value for kurtosis statistic
data <- rmnorm(1000,d=10,rho=0.6); MardiaTest(data);