sillymoon 发表于 2012-4-5 19:32 
也可以用于多维数据的检验码?我先看看,多谢。
Package "mvnormtest"
Normality test for multivariate variables
##########
library(mvnormtest)
data(EuStockMarkets)
C <- t(EuStockMarkets[15:29,1:4])
mshapiro.test(C)
# Shapiro-Wilk normality test
#data: Z
#W = 0.8161, p-value = 0.005955
#####
library(MASS)
a <- t(mvrnorm(1000, c(1,2,3,4,5), diag(5)))
mshapiro.test(a)