mvnorm.etest {energy} | R Documentation |
Performs the E-statistic (energy) test of multivariate or univariate normality.
mvnorm.etest(x, R = 999)
x |
data matrix of multivariate sample, or univariate data vector |
R |
number of bootstrap replicates |
The E-test of multivariate (univariate) normality
is performed. The test is implemented by parametric bootstrap with
R
replicates.
The definition of the E-statistic is given in the
mvnorm.e
documentation.
A list with class etest.mvnorm
containing
method |
Description of test |
statistic |
Observed value of the test statistic |
p.value |
Approximate p-value of the test |
n |
Sample size |
R |
Number of replicates |
replicates |
Vector of replicates of the statistic |
Maria Rizzo rizzo@math.ohiou.edu
Szekely, G. J. and Rizzo, M. L. (2004) A New Test for Multivariate Normality, Journal of Multivariate Analysis, to appear.
Rizzo, M. L. (2002). A New Rotation Invariant Goodness-of-Fit Test, Ph.D. dissertation, Bowling Green State University.
Szekely, G. J. (1989) Potential and Kinetic Energy in Statistics, Lecture Notes, Budapest Institute of Technology (Technical University).
## test if the iris Setosa data has multivariate normal distribution data(iris) mvnorm.etest(iris[1:50,1:4]) ## test a univariate sample for normality x <- runif(50, 0, 10) mvnorm.etest(x)