MVN: An R Package for Assessing Multivariate Normality
MVN: An R Package for Assessing Multivariate Normality
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DOI：
10.32614/rj-2014-031
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发表时间：
2014-12-01
期刊：
影响因子：
2.1
通讯作者：
Zararsiz, Gokmen
中科院分区：
文献类型：
--
作者：
Korkmaz, Selcuk;Goksuluk, Dincer;Zararsiz, Gokmen
许多参数多元统计方法，如MANOVA，线性判别分析，主成分分析，典型相关等，都需要评估多元正态性的假设。为了继续使用这些统计方法，评估多元正态性非常重要。有许多分析方法被提出来检验多元正态性。然而，决定使用哪种方法是一个具有挑战性的过程，因为每种方法在某些条件下可能会给出不同的结果。因此，我们可以说，没有最好的方法，这是有效的，在任何条件下，正态性检查。除了数值结果外，使用图解法来判定多元正态性也是非常有用的。将几种方法的数值结果与图形方法相结合可能是有用的，并提供更可靠的决策。在这里，我们提出了一个R包，MVN，评估多元正态性。它包含三种最广泛使用的多元正态性检验，包括Mardia's，Henze-Zirkler's和Royston's，以及图形方法，包括卡方Q-Q，透视图和等高线图。它还包括两个多变量离群值检测方法，这是基于强大的马氏距离。此外，该软件包还提供了通过检验和绘图来检查边际分布的单变量正态性的功能。此外，特别是对于非R用户，我们提供了一个用户友好的Web应用程序包。该应用程序可在http://www.biosoft.hacettepe.edu.tr/MVN/上获得。
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 to decide on multivariate normality. Combining the numerical results from several methods with graphical approaches can be useful and provide more reliable decisions. Here, we present an R package, MVN, to assess multivariate normality. It contains the three most widely used multivariate normality tests, including Mardia's, Henze-Zirkler's and Royston's, and graphical approaches, including chi-square Q-Q, perspective and contour plots. It also includes two multivariate outlier detection methods, which are based on robust Mahalanobis distances. Moreover, this package offers functions to check the univariate normality of marginal distributions through both tests and plots. Furthermore, especially for non-R users, we provide a user-friendly web application of the package. This application is available at http://www.biosoft.hacettepe.edu.tr/MVN/.