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Last data update: 2014.03.03

R: Test of Multivariate Normality Based on Skewness

mvnorm.skew.test

R Documentation

Test of Multivariate Normality Based on Skewness

Description

Test for multivariate normality which uses as criterion the skewness measured as the difference between location estimates based on first respectively third moments

Usage

mvnorm.skew.test(X, na.action = na.fail)

Arguments

`X`	a numeric data frame or matrix.
`na.action`	a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Details

This test implements the multivariate normality test based on skewness measured by two different location estimates as described in Kankainen, Taskinen and Oja. The choice here is based on the regular mean vector and the location estimate based on third moments (mean3). The scatter matrix used is the regular covariance matrix.

Value

A list with class 'htest' containing the following components:

`statistic`	the value of the test statistic U.
`parameter`	the degrees of freedom for the statistic U.
`p.value`	the p-value for the test.
`method`	a character string indicating what type of test was performed.
`data.name`	a character string giving the name of the data.

Author(s)

Klaus Nordhausen

References

Kankainen, A., Taskinen, S. and Oja, H. (2007),Tests of multinormality based on location vectors and scatter matrices, Statistical Methods and Applications, 16, 357–379.

Examples

X<-rmvnorm(100,c(2,4,5))
mvnorm.skew.test(X)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ICS)
Loading required package: mvtnorm
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ICS/mvnorm.skew.test.Rd_%03d_medium.png", width=480, height=480)
> ### Name: mvnorm.skew.test
> ### Title: Test of Multivariate Normality Based on Skewness
> ### Aliases: mvnorm.skew.test
> ### Keywords: htest multivariate
> 
> ### ** Examples
> 
> X<-rmvnorm(100,c(2,4,5))
> mvnorm.skew.test(X)

	Multivariate Normality Test Based on Skewness

data:  X
U = 1.1632, df = 3, p-value = 0.7618

> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>