royston {MVN} | R Documentation |
Royston's Multivariate Normality Test
Description
Performs Royston’s test for multivariate normality by combining univariate W-statistics (Shapiro–Wilk or Shapiro–Francia) across variables and adjusting for the correlation structure.
Usage
royston(data, tol = 1e-25, bootstrap = FALSE, B = 1000, cores = 1)
Arguments
data |
A numeric matrix or data frame with observations in rows and variables in columns. |
tol |
Numeric tolerance passed to |
bootstrap |
Logical; if |
B |
Integer; number of bootstrap replicates used when
|
cores |
Integer; number of cores for parallel computation when
|
Value
A data frame with one row containing the test name (Test
), the Royston test statistic (Statistic
),
and the associated p-value (p.value
) from a chi-square approximation.
Examples
## Not run:
data <- iris[1:50, 1:4]
royston_result <- royston(data)
royston_result
## End(Not run)