Affine Invariant Tests of Multivariate Normality

[Up] [Top]

Documentation for package ‘mnt’ version 1.3

Help Pages

BHEP Statistic of the BHEP-test
CS Statistic of the test of Cox and Small
cv.quan Monte Carlo simulation of quantiles for normality tests
DEHT Statistic of the DEH test based on harmonic oscillator
DEHU Statistic of the DEH test based on a double estimation in PDE
EHS Statistic of the EHS test based on a multivariate Stein equation
HJG Henze-Jiménes-Gamero test statistic
HJM statistic of the Henze-Jiménes-Gamero-Meintanis test
HV statistic of the Henze-Visagie test
HZ Statistic of the Henze-Zirkler test
KKurt Koziols measure of multivariate sample kurtosis
MAKurt multivariate kurtosis in the sense of Malkovich and Afifi
MASkew multivariate skewness in the sense of Malkovich and Afifi
MKurt Mardias measure of multivariate sample kurtosis
MQ1 first statistic of Manzotti and Quiroz
MQ2 second statistic of Manzotti und Quiroz
MRSSkew multivariate skewness of Móri, Rohatgi and Székely
MSkew Mardias measure of multivariate sample skewness
print.mnt Print method for tests of multivariate normality
PU Statistic of the Pudelko test
Quantile09 Simulated empirical 90% quantiles of the tests contained in package 'mnt'
Quantile095 Simulated empirical 95% quantiles of the tests contained in package 'mnt'
Quantile099 Simulated empirical 99% quantiles of the tests contained in package 'mnt'
SR statistic of the Székely-Rizzo test
standard Empirical scaled residuals
test.BHEP Baringhaus-Henze-Epps-Pulley (BHEP) test
test.CS multivariate normality test of Cox and Small
test.DEHT Doerr-Ebner-Henze test of multivariate normality based on harmonic oscillator
test.DEHU Doerr-Ebner-Henze test of multivariate normality based on a double estimation in a PDE
test.EHS Ebner-Henze-Strieder test of multivariate normality based on Fourier methods in a multivariate Stein equation
test.HJG Henze-Jimenes-Gamero test of multivariate normality
test.HJM Henze-Jimenes-Gamero-Meintanis test of multivariate normality
test.HV The Henze-Visagie test of multivariate normality
test.HZ The Henze-Zirkler test
test.KKurt Test of normality based on Koziols measure of multivariate sample kurtosis
test.MAKurt Test of normality based on multivariate kurtosis in the sense of Malkovich and Afifi
test.MASkew Test of normality based on multivariate skewness in the sense of Malkovich and Afifi
test.MKurt Test of normality based on Mardias measure of multivariate sample kurtosis
test.MQ1 Manzotti-Quiroz test 1
test.MQ2 Manzotti-Quiroz test 2
test.MRSSkew Test of multivariate normality based on the measure of multivariate skewness of Mori, Rohatgi and Szekely
test.MSkew Test of normality based on Mardias measure of multivariate sample skewness
test.PU Pudelko test of multivariate normality
test.SR Szekely-Rizzo (energy) test