MSQC (version 1.1.0)

Royston.test: Royston test

Description

It computes the (Royston 1992) Test for assessing multivariate normality

Usage

Royston.test(data)

Arguments

data

References

Royston, J.P.: An Extension of Shapiro and Wilk' s W Test for Normality to Large Samples. Applied Statistics 31(2),(1982)

Royston, J.P.: Some Techniques for Assessing Multivarate Normality Based on the Shapiro Wilk W. Journal of the Royal Statistical Society. Series C (Applied Statistics) 32(2), (1983)

Royston, J.P.: Approximating the Shapiro Wilk W Test for non normality. Statistics and Computing 2(3), (1992)

Royston, J.P.: Remark AS R94: A remark on Algorithm AS 181: The W test for normality. Journal of the Royal Statistical Society. Series C (Applied Statistics) 44(4), (1995)

See Also

MardiaTest HZ.test

Examples

# NOT RUN {
data(bimetal1)
Royston.test(bimetal1)
# }