mnt
Affine Invariant Tests of Multivariate Normality
Description
Various affine invariant multivariate normality tests are provided. It is designed to accompany the survey article Ebner, B. and Henze, N. (2020) <arXiv:2004.07332> titled "Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics". We implement new and time honoured L^2-type tests of multivariate normality, such as the Baringhaus-Henze-Epps-Pulley (BHEP) test, the Henze-Zirkler test, the test of Henze-Jiménes-Gamero, the test of Henze-Jiménes-Gamero-Meintanis, the test of Henze-Visage, the Dörr-Ebner-Henze test based on harmonic oscillator and the Dörr-Ebner-Henze test based on a double estimation in a PDE. Secondly, we include the measures of multivariate skewness and kurtosis by Mardia, Koziol, Malkovich and Afifi and Móri, Rohatgi and Székely, as well as the associated tests. Thirdly, we include the tests of multivariate normality by Cox and Small, the 'energy' test of Székely and Rizzo, the tests based on spherical harmonics by Manzotti and Quiroz and the test of Pudelko. All the functions and tests need the data to be a n x d matrix where n is the samplesize (number of rows) and d is the dimension (number of columns).
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| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
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| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Bruno Ebner <bruno.ebner@kit.edu>’
The Description field contains
(2020) <arXiv:2004.07332> titled "Tests for multivariate normality -- a
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Found the following URLs which should use \doi (with the DOI name only):
File ‘BHEP.Rd’:
https://doi.org/10.1006/jmva.1997.1684
https://doi.org/10.1093/biomet/70.3.723
File ‘HJG.Rd’:
https://doi.org/10.1007/s11749-018-0589-z
File ‘HJM.Rd’:
https://doi.org/10.1017/S0266466618000154
File ‘HV.Rd’:
https://doi.org/10.1007/s10463-019-00720-8
File ‘HZ.Rd’:
https://doi.org/10.1080/03610929008830400
File ‘MQ1.Rd’:
https://doi.org/10.1007/BF02595825
File ‘MQ2.Rd’:
https://doi.org/10.1007/BF02595825
File ‘SR.Rd’:
https://doi.org/10.1016/j.jmva.2003.12.002
File ‘test.BHEP.Rd’:
https://doi.org/10.1006/jmva.1997.1684
File ‘test.HJG.Rd’:
https://doi.org/10.1007/s11749-018-0589-z
File ‘test.HJM.Rd’:
https://doi.org/10.1017/S0266466618000154
File ‘test.HV.Rd’:
https://doi.org/10.1007/s10463-019-00720-8
File ‘test.HZ.Rd’:
https://doi.org/10.1080/03610929008830400
File ‘test.MQ1.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.MQ2.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.SR.Rd’:
https://doi.org/10.1016/j.jmva.2003.12.002
CRAN incoming feasibility
Maintainer: ‘Bruno Ebner <bruno.ebner@kit.edu>’
The Description field contains
(2020) <arXiv:2004.07332> titled "Tests for multivariate normality -- a
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Found the following URLs which should use \doi (with the DOI name only):
File ‘BHEP.Rd’:
https://doi.org/10.1006/jmva.1997.1684
https://doi.org/10.1093/biomet/70.3.723
File ‘HJG.Rd’:
https://doi.org/10.1007/s11749-018-0589-z
File ‘HJM.Rd’:
https://doi.org/10.1017/S0266466618000154
File ‘HV.Rd’:
https://doi.org/10.1007/s10463-019-00720-8
File ‘HZ.Rd’:
https://doi.org/10.1080/03610929008830400
File ‘MQ1.Rd’:
https://doi.org/10.1007/BF02595825
File ‘MQ2.Rd’:
https://doi.org/10.1007/BF02595825
File ‘SR.Rd’:
https://doi.org/10.1016/j.jmva.2003.12.002
File ‘test.BHEP.Rd’:
https://doi.org/10.1006/jmva.1997.1684
File ‘test.HJG.Rd’:
https://doi.org/10.1007/s11749-018-0589-z
File ‘test.HJM.Rd’:
https://doi.org/10.1017/S0266466618000154
File ‘test.HV.Rd’:
https://doi.org/10.1007/s10463-019-00720-8
File ‘test.HZ.Rd’:
https://doi.org/10.1080/03610929008830400
File ‘test.MQ1.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.MQ2.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.SR.Rd’:
https://doi.org/10.1016/j.jmva.2003.12.002
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Bruno Ebner <bruno.ebner@kit.edu>’
The Description field contains
(2020) <arXiv:2004.07332> titled "Tests for multivariate normality -- a
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Found the f
...[truncated]...
‘test.HZ.Rd’:
https://doi.org/10.1080/03610929008830400
File ‘test.MQ1.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.MQ2.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.SR.Rd’:
https://doi.org/10.1016/j.jmva.2003.12.002
CRAN incoming feasibility
Maintainer: ‘Bruno Ebner <bruno.ebner@kit.edu>’
The Description field contains
(2020) <arXiv:2004.07332> titled "Tests for multivariate normality -- a
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Found the f
...[truncated]...
‘test.HZ.Rd’:
https://doi.org/10.1080/03610929008830400
File ‘test.MQ1.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.MQ2.Rd’:
https://doi.org/10.1007/BF02595825
File ‘test.SR.Rd’:
https://doi.org/10.1016/j.jmva.2003.12.002