MVN: An R Package for Assessing Multivariate Normality
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Abstract
Assessing the assumption of multivariate normality is required by many parametric multivariate statistical methods, such as MANOVA, linear discriminant analysis, principal component analysis, canonical correlation, etc. It is important to assess multivariate normality in order to proceed with such statistical methods. There are many analytical methods proposed for checking multivariate normality. However, deciding which method to use is a challenging process, since each method may give different results under certain conditions. Hence, we may say that there is no best method, which is valid under any condition, for normality checking. In addition to numerical results, it is very useful to use graphical methods…
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3Topics & keywords
Topics
Keywords
- Normality
- Multivariate statistics
- R package
- Multivariate analysis
- Multivariate normal distribution
- Statistics
- Econometrics
- Computer science
UN Sustainable Development Goals
- Reduced inequalities
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