Performs the Mardia's test to check for multivariate normality
Usage
mardia(data)
Arguments
data
The dataset containing the features for which multivariate normality
is going to be tested. The last column contains the class. In case of unsupervised data
add a dummy colummn of ones. In case of regression data, transform the response column in
a co
Value
Returns the p-values for the corresponding third and fourth moments of the multivariate normal
distribution.
References
Mardia, K.V. (1985). "Mardia's Test of Multinormality," in S. Kotz
and N.L. Johnson, eds., Encyclopedia of Statistical Sciences,
vol. 5 (NY: Wiley), pp. 217-221.
#-----Mardia test for supervised data-----data(my.iris)
mardia(my.iris)
#----Mardia test for unsupervised data-----data(hawkins)
haw=cbind(hawkins[,-4],rep(1,75))
mardia(haw)