R: Eigenvalues for the energy Test of Univariate Normality

EVnormal {energy} | R Documentation

## Eigenvalues for the energy Test of Univariate Normality

### Description

Pre-computed eigenvalues corresponding to the asymptotic sampling distribution of the energy test statistic for univariate normality, under the null hypothesis. Four Cases are computed:

1. Simple hypothesis, known parameters.

2. Estimated mean, known variance.

3. Known mean, estimated variance.

4. Composite hypothesis, estimated parameters.

Case 4 eigenvalues are used in the test function `normal.test` when `method=="limit"`.

### Usage

    data(EVnormal)

### Format

Numeric matrix with 125 rows and 5 columns; column 1 is the index, and columns 2-5 are the eigenvalues of Cases 1-4.

### Source

Computed

### References

Szekely, G. J. and Rizzo, M. L. (2005) A New Test for Multivariate Normality, Journal of Multivariate Analysis, 93/1, 58-80, http://dx.doi.org/10.1016/j.jmva.2003.12.002.

[Package energy version 1.7-6 Index]