Package: MVNtestchar 1.1.3

MVNtestchar: Test for Multivariate Normal Distribution Based on a Characterization

Provides a test of multivariate normality of an unknown sample that does not require estimation of the nuisance parameters, the mean and covariance matrix. Rather, a sequence of transformations removes these nuisance parameters and results in a set of sample matrices that are positive definite. These matrices are uniformly distributed on the space of positive definite matrices in the unit hyper-rectangle if and only if the original data is multivariate normal (Fairweather, 1973, Doctoral dissertation, University of Washington). The package performs a goodness of fit test of this hypothesis. In addition to the test, functions in the package give visualizations of the support region of positive definite matrices for bivariate samples.

Authors:William Fairweather [aut, cre]

MVNtestchar_1.1.3.tar.gz
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MVNtestchar.pdf |MVNtestchar.html✨
MVNtestchar/json (API)
NEWS

# Install 'MVNtestchar' in R:
install.packages('MVNtestchar', repos = c('https://githubwilly.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • unknown.Bp2 - A Sample From an Unknown Bivariate Distribution
  • unknown.Bp4 - A Sample From an Unknown Four-variate Distribution
  • unknown.Np2 - A Sample From an Unknown Bivariate Distribution
  • unknown.Np4 - A Sample From an Unknown Four-variate Distribution

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

5 exports 0.00 score 65 dependencies 205 downloads

Last updated 4 years agofrom:fc2c9c1b8e. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 25 2024
R-4.5-winNOTEAug 25 2024
R-4.5-linuxNOTEAug 25 2024
R-4.4-winNOTEAug 25 2024
R-4.4-macNOTEAug 25 2024
R-4.3-winNOTEAug 25 2024
R-4.3-macNOTEAug 25 2024

Exports:maxv12slice.v1slice.v12support.p2testunknown

Dependencies:backportsbase64encbslibcachemcheckmatecliclustercolorspacedata.tabledigestevaluatefansifarverfastmapfontawesomeforeignFormulafsggplot2gluegridExtragtablehighrHmischtmlTablehtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglatticelifecyclemagrittrMASSMatrixmemoisemgcvmimemunsellnlmennetpillarpkgconfigR6rappdirsRColorBrewerrlangrmarkdownrpartrstudioapisassscalesstringistringrtibbletinytexutf8vctrsviridisviridisLitewithrxfunyaml

Theory and Implementation of the Test

William R. Fairweather

Rendered fromTheory_and_Implementation.Rmdusingknitr::rmarkdownon Aug 25 2024.

Last update: 2020-07-25
Started: 2020-07-18