unknown.Bp4

<p>A 6000 x 4 matrix generated from 24,000 Bernoulli(0,1) variables</p>

datasets

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.

William Fairweather

MVNtestchar

unknown.Bp4: A Sample From an Unknown Four-variate Distribution

Description

Usage

Arguments

Format

Examples