Numerical tests for multivariate normality

Besides the graphical tests using QQ-plot, the MVN library has a range of numerical tests for checking multivariate normality. Along with the significance tests, these tests provide an inferential statement about whether the data are multivariate normal.

This exercise is part of the course

Multivariate Probability Distributions in R

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Exercise instructions

Use the mardiaTest() function to find whether the multnorm.sample dataset follows multivariate normality.
Use the hzTest() function to find whether the first four numeric variables, Alcohol, Malic, Ash, Alcalinity of the wine dataset follow multivariate normality.

Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Use mardiaTest


# Use hzTest

Edit and Run Code