mvnorm.etest {energy}R Documentation

E-statistic (Energy) Test of Multivariate Normality

Description

Performs the E-statistic (energy) test of multivariate or univariate normality.

Usage

 mvnorm.etest(x, R = 999)

Arguments

x data matrix of multivariate sample, or univariate data vector
R number of bootstrap replicates

Details

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.

Value

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

Author(s)

Maria L. Rizzo rizzo@math.ohiou.edu and Gabor J. Szekely gabors@bgnet.bgsu.edu

References

Szekely, G. J. and Rizzo, M. L. (2004) A New Test for Multivariate Normality, Journal of Multivariate Analysis, http://dx.doi.org/10.1016/j.jmva.2003.12.002.

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).

See Also

mvnorm.e, print.etest.mvnorm

Examples

 ## 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)
 

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