A MATLAB package for multivariate normality test |
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Authors: | Chun-Chao Wang |
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Institution: | 1. Department of Statistics, National Taipei University, Taipei, Taiwanccw@gm.ntpu.edu.tw |
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Abstract: | A MATLAB package testing for multivariate normality (TMVN) is implemented as an interactive and graphical tool to examine multivariate normality (MVN). Monte Carlo simulation studies have failed to find a uniformly most powerful MVN test, which requires a rather extensive statistical inference procedure. TMVN contains several competitive MVN tests and provides a flexible and extensive testing environment for univariate or multivariate data analyses. Simulated results provide information of which test may possess more power for the selected non-MVN alternatives. Fisher's Iris data are used to show how TMVN can be used in practice. |
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Keywords: | MATLAB multivariate normality Monte Carlo simulation graphical user interface |
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