The assumption that multivariate data are (multivariate) normally distributed is central to many statistical techniques. The need to test the validity of this assumption is of paramount importance, and a number of tests are available.
A recently released R package, MVN, by Korkmaz et al. (2014) brings together several of these procedures in a friendly and accessible way. Included are the tests proposed by Mardia, Henze-Zirkler, and Royston, as well as a number of useful graphical procedures.
If for some inexplicable reason you're not a user of R, the authors have thoughtfully created a web-based application just for you!
Reference
Korkmaz, S., D. Goksuluk, and G. Zarasiz, 2014. An R package for assessing multivariate normality. The R Journal, 6/2, 151-162.
After installing the package I did the library(MVN) and got the following error:
ReplyDeleteError in loadNamespace(i, c(lib.loc, .libPaths()), versionCheck = vI[[i]]) :
there is no package called ‘digest’
Error: package or namespace load failed for ‘MVN’
Is this usual?
I have no problems with it. Why not contact the authors of the package?
DeleteYou can try to install the missing digest package using the following R code:
ReplyDeleteinstall.packages("digest")
Then try to install MVN package again:
install.packages("MVN")
I hope this helps.