Czeslaw Domanski (1998)
Wlasnosci testu wielowymiarowej normalnosci Shapiro-Wilka i jego
zastosowanie.
Cracow University of Economics Rector's Lectures, No. 37.
Patrick Royston (1982)
An Extension of Shapiro and Wilk's W Test for Normality to Large
Samples.
Applied Statistics, 31, 115–124.
Patrick Royston (1982)
Algorithm AS 181: The W Test for Normality.
Applied Statistics, 31, 176–180.
Patrick Royston (1995)
A Remark on Algorithm AS 181: The W Test for Normality.
Applied Statistics, 44, 547–551.
See Also
shapiro.test for univariate samples,
qqnorm for producing a normal quantile-quantile plot.
Examples
library(mvnormtest)
data(EuStockMarkets)
C <- t(EuStockMarkets[15:29,1:4])
mshapiro.test(C)
C <- t(EuStockMarkets[14:29,1:4])
mshapiro.test(C)
R <- t(diff(t(log(C))))
mshapiro.test(R)
dR <- t(diff(t(R)))
mshapiro.test(dR)