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.

Questo esercizio fa parte del corso

Multivariate Probability Distributions in R

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Istruzioni dell'esercizio

Use the mvn() function with argument mvnTest = "mardia" to perform Mardia's test of multivariate normality on the multnorm.sample dataset.
Use the mvn() function with argument mvnTest = "hz" to perform Henze-Zirkler's test of multivariate normality on the numeric variables, Alcohol, Malic, Ash, Alcalinity of the wine dataset.

Esercizio pratico interattivo

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# Mardia's test

# Henze-Zirkler's test

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