mvnTest

Goodness of Fit Tests for Multivariate Normality

CRAN Package

Routines for assessing multivariate normality. Implements three Wald's type chi-squared tests; non-parametric Anderson-Darling and Cramer-von Mises tests; Doornik-Hansen test, Royston test and Henze-Zirkler test.


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  • Depends1 package
  • Imports1 package