| mvsf {mvsf} | R Documentation |
An extension of the Shapiro-Wilk multivariate normality test developed by Slawomir Jarek (mshapiro.test) to the Shapiro-Francia normality test.
mvsf(m)
m |
a numeric matrix of data values, the number of which must be for each sample between 5 and 5000. |
A list with class "htest" containing the following components:
statistic |
the value of the multivariate Shapiro-Francia statistic. |
p.value |
the p-value for the test. |
method |
the character string "Generalized Shapiro-Francia test for Multivariate Normality". |
data.name |
a character string giving the name of the data. |
David Delmail (david.delmail@wanadoo.fr)
Domanski C. (1998). Wlasnosci testu wielowymiarowej normalnosci Shapiro-Wilka i jego zastosowanie. Cracow University of Economics Rector's Lectures, 37.
Jarek S. (2009). Shapiro-Wilk Multivariate Normality Test. Package mvnormtest. http://cran.r-project.org/web/packages/mvnormtest/
Royston P. (1982). An extension of Shapiro and Wilk's test for normality to large samples. Applied Statistics, 31: 115-124.
Royston P. (1993). A pocket-calculator algorithm for the Shapiro-Francia test for non-normality: an application to medicine. Statistics in Medicine, 12: 181-184.
Shapiro S.S., Francia R.S. (1972). An approximate analysis of variance test for normality. Journal of the American Statistical Association, 67: 215-216.
Thode Jr. H.C. (2002). Testing for Normality. Marcel Dekker (Ed.), New York.
sf.test for univariate samples;
shapiro.test, ad.test, cvm.test, lillie.test, pearson.test for performing further univariate tests for normality;
mshapiro.test for performing another multivariate test for normality;
qqnorm for producing a normal quantile-quantile plot.
library(mvsf) data(EuStockMarkets) X <- t(EuStockMarkets[15:29,1:4]) mvsf(X)