| Type: | Package |
| Title: | Generalized Shapiro-Wilk test for multivariate normality |
| Version: | 1.0 |
| Date: | 2013-10-18 |
| Author: | Elizabeth Gonzalez-Estrada, Jose A. Villasenor-Alva |
| Maintainer: | Elizabeth Gonzalez Estrada <egonzalez@colpos.mx> |
| Description: | This package implements the generalization of the Shapiro-Wilk test for multivariate normality proposed by Villasenor-Alva and Gonzalez-Estrada (2009). |
| License: | GPL (≥ 3) |
| Depends: | stats, datasets |
| LazyLoad: | yes |
| Packaged: | 2013-11-04 18:35:12 UTC; elizabeth |
| NeedsCompilation: | no |
| Repository: | CRAN |
| Date/Publication: | 2013-11-04 20:10:53 |
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
Examples
X <- matrix(rnorm(40),ncol=2) # Generating a two dimensional random sample of size 20
mvShapiro.Test(X) # Testing multivariate normality on X
#-----------------------------------------------------------------------------------
# iris.virginica contains a set of measurements corresponding to
# Iris virginica of the famous iris dataset.
iris.virginica <- as.matrix(iris[iris$Species == "virginica",1:4],ncol=4)
mvShapiro.Test(iris.virginica) # Testing multivariate normality on iris.virginica