MVN: An R Package for Assessing Multivariate Normality
نویسندگان
چکیده
منابع مشابه
MVN: An R Package for Assessing Multivariate Normality
Assessing the assumption of multivariate normality is required by many parametric multivariate statistical methods, such as MANOVA, linear discriminant analysis, principal component analysis, canonical correlation, etc. It is important to assess multivariate normality in order to proceed with such statistical methods. There are many analytical methods proposed for checking multivariate normalit...
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Assessing the assumption of multivariate normality is required by many parametric multivariate statistical methods, such as discriminant analysis, principal component analysis, MANOVA, etc. Here, we present an R package to asses multivariate normality. The MVN package contains three most widely used multivariate normality tests, including Mardia’s, Henze-Zirkler’s and Royston’s multivariate nor...
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Amultiple test procedure for assessing multivariate normality (MVN) that combines a finite set of affine invariant test statistics for MVN is proposed. This combination is based on a method introduced by Fromont and Laurent (Ann. Statist., 680–720, 34, 2006) that can be viewed as an improvement of the classical Bonferroni’s method. The usefulness of such approach is illustrated through a multip...
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2 Summary The classical multivariate data analysis has been based largely on a multivariate normal distribution assumption. Therefore almost all of the work was concentrated on just location and dispersion parameters, with relatively little attention to questions of high-order characteristics. For characterization of multivariate distribution, its moments are very expressive. This fact was used...
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ژورنال
عنوان ژورنال: The R Journal
سال: 2014
ISSN: 2073-4859
DOI: 10.32614/rj-2014-031