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MVNtestchar
View on CRAN: Click
here
Download and install MVNtestchar package within the R console
Install from CRAN:
install.packages("MVNtestchar")
Install from Github:
library("remotes")
install_github("cran/MVNtestchar") Install by package version:
library("remotes")
install_version("MVNtestchar", "1.1.3") Attach the package and use:
library("MVNtestchar")
Maintained by
William Fairweather
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-30
Latest Update: 2020-07-25
Description:
Provides a test of multivariate normality of an unknown sample
that does not require estimation of the nuisance parameters, the mean and covariance
matrix. Rather, a sequence of transformations removes these nuisance parameters and
results in a set of sample matrices that are positive definite. These matrices are
uniformly distributed on the space of positive definite matrices in the unit
hyper-rectangle if and only if the original data is multivariate normal (Fairweather,
1973, Doctoral dissertation, University of Washington). The package performs a
goodness of fit test of this hypothesis. In addition to the test, functions in the
package give visualizations of the support region of positive definite matrices for
bivariate samples.
How to cite:
William Fairweather (2020). MVNtestchar: Test for Multivariate Normal Distribution Based on a Characterization. R package version 1.1.3, https://cran.r-project.org/web/packages/MVNtestchar. Accessed 05 Jun. 2026.
Previous versions and publish date:
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Other R packages that MVNtestchar depends,
imports, suggests or enhances
Complete documentation for MVNtestchar
Functions, R codes and Examples using
the MVNtestchar R package
Some associated functions: MVNtestchar-package . maxv12 . slice.v1 . slice.v12 . support.p2 . testunknown . unknown.Bp2 . unknown.Bp4 . unknown.Np2 . unknown.Np4 .
Some associated R codes: MVNtestchar-internal.R . maxv12.R . slice.v1.R . slice.v12.R . support.p2.R . testunknown.R . Full MVNtestchar package functions and examples
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