The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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

shapiro.test

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.