MVN
From MaRDI portal
Description
A comprehensive suite for assessing multivariate normality using six statistical tests (Mardia, Henze–Zirkler, Henze–Wagner, Royston, Doornik–Hansen, Energy). Also includes univariate diagnostics, bivariate density visualization, robust outlier detection, power transformations (e.g., Box–Cox, Yeo–Johnson), and imputation strategies ("mean", "median", "mice") for handling missing data. Bootstrap resampling is supported for selected tests to improve p-value accuracy in small samples. Diagnostic plots are available via both 'ggplot2' and interactive 'plotly' visualizations. See Korkmaz et al. (2014) <https://journal.r-project.org/articles/RJ-2014-031/RJ-2014-031.pdf>.
Cited in
(62)- MapeBay
- KarsTS
- gmGeostats
- ellipticalsymmetry
- AS 84
- Outlier detection in interval data
- nortest
- Comparisons of classification methods for viral genomes and protein families using alignment-free vectorization
- Geostatistical simulation of geochemical compositions in the presence of multiple geological units: application to mineral resource evaluation
- LambertW
- EnvStats
- energy
- ghyp
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- GSLIB
- Unconstrained representation of orthogonal matrices with application to common principal components
- Multivariate goodness-of-fit tests based on Wasserstein distance
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- Dimension-wise scaled normal mixtures with application to finance and biometry
- Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
- An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data
- The soft Monte Carlo method
- EnviroStat
- FAwR
- Flury
- mvShapiroTest
- lawstat
- An affine equivariant multivariate normal score transform for compositional data
- Permutation based testing on covariance separability
- AS 181
- PearsonDS
- Cramer
- Game awareness: a questionnaire
- micompr
- MAINT.Data
- TNTool
- ContaminatedMixt
- TBSIM
- mAr
- PoweR
- MultiSkew
- fgof
- smatr
- QuantPsyc
- NPCovSepTest
- MESgenCov
- GoFKernel
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals
- mtclust
- Tests of mutual or serial independence of random vectors with applications
- MatrixVariate.jl
- An R package for testing goodness of fit: goft
- Model Checking for Hidden Markov Models
- On hysteretic vector autoregressive model with applications
- A k-stage procedure for estimating the mean vector of a multivariate normal population
- mnt
- An optimal control chart for finite matrix sequences at some unknown change point
- Estimation after selection from bivariate normal population with application to poultry feeds data
- AssumpSure
- DFA.CANCOR
- RSP
- stats4teaching
This page was built for software: MVN
