R: Affine Invariant Tests of Multivariate Normality

# Affine Invariant Tests of Multivariate Normality

## Documentation for package ‘mnt’ version 1.3

- DESCRIPTION file
- Package README

## Help Pages

BHEP | Statistic of the BHEP-test
CS | Statistic of the test of Cox and Small
cv.quan | Monte Carlo simulation of quantiles for normality tests
DEHT | Statistic of the DEH test based on harmonic oscillator
DEHU | Statistic of the DEH test based on a double estimation in PDE
EHS | Statistic of the EHS test based on a multivariate Stein equation
HJG | Henze-Jiménes-Gamero test statistic
HJM | statistic of the Henze-Jiménes-Gamero-Meintanis test
HV | statistic of the Henze-Visagie test
HZ | Statistic of the Henze-Zirkler test
KKurt | Koziols measure of multivariate sample kurtosis
MAKurt | multivariate kurtosis in the sense of Malkovich and Afifi
MASkew | multivariate skewness in the sense of Malkovich and Afifi
MKurt | Mardias measure of multivariate sample kurtosis
MQ1 | first statistic of Manzotti and Quiroz
MQ2 | second statistic of Manzotti und Quiroz
MRSSkew | multivariate skewness of Móri, Rohatgi and Székely
MSkew | Mardias measure of multivariate sample skewness
print.mnt | Print method for tests of multivariate normality
PU | Statistic of the Pudelko test
Quantile09 | Simulated empirical 90% quantiles of the tests contained in package 'mnt'
Quantile095 | Simulated empirical 95% quantiles of the tests contained in package 'mnt'
Quantile099 | Simulated empirical 99% quantiles of the tests contained in package 'mnt'
SR | statistic of the Székely-Rizzo test
standard | Empirical scaled residuals
test.BHEP | Baringhaus-Henze-Epps-Pulley (BHEP) test
test.CS | multivariate normality test of Cox and Small
test.DEHT | Doerr-Ebner-Henze test of multivariate normality based on harmonic oscillator
test.DEHU | Doerr-Ebner-Henze test of multivariate normality based on a double estimation in a PDE
test.EHS | Ebner-Henze-Strieder test of multivariate normality based on Fourier methods in a multivariate Stein equation
test.HJG | Henze-Jimenes-Gamero test of multivariate normality
test.HJM | Henze-Jimenes-Gamero-Meintanis test of multivariate normality
test.HV | The Henze-Visagie test of multivariate normality
test.HZ | The Henze-Zirkler test
test.KKurt | Test of normality based on Koziols measure of multivariate sample kurtosis
test.MAKurt | Test of normality based on multivariate kurtosis in the sense of Malkovich and Afifi
test.MASkew | Test of normality based on multivariate skewness in the sense of Malkovich and Afifi
test.MKurt | Test of normality based on Mardias measure of multivariate sample kurtosis
test.MQ1 | Manzotti-Quiroz test 1
test.MQ2 | Manzotti-Quiroz test 2
test.MRSSkew | Test of multivariate normality based on the measure of multivariate skewness of Mori, Rohatgi and Szekely
test.MSkew | Test of normality based on Mardias measure of multivariate sample skewness
test.PU | Pudelko test of multivariate normality
test.SR | Szekely-Rizzo (energy) test