Name : R-MVNtestchar
| |
Version : 1.1.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
Release : lp153.29.2
| Date : 2024-06-14 12:07:27
|
Group : Development/Libraries/Other
| Source RPM : R-MVNtestchar-1.1.3-lp153.29.2.src.rpm
|
Size : 0.56 MB
| |
Packager : (none)
| |
Summary : Test for Multivariate Normal Distribution Based on a Characterization
|
Description :
Provides a test of multivariate normality of an unknown sample that does not require estimation of the nuisance parameters, the mean and covariance matrix. Rather, a sequence of transformations removes these nuisance parameters and results in a set of sample matrices that are positive definite. These matrices are uniformly distributed on the space of positive definite matrices in the unit hyper-rectangle if and only if the original data is multivariate normal (Fairweather, 1973, Doctoral dissertation, University of Washington). The package performs a goodness of fit test of this hypothesis. In addition to the test, functions in the package give visualizations of the support region of positive definite matrices for bivariate samples.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |