(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
The assumption that multivariate data are (multivariate) normally distributed is central to many statistical techniques. The need to test the validity of this assumption is of paramount importance, and a number of tests are available.
A recently released R package, MVN, by Korkmaz et al. (2014) brings together several of these procedures in a friendly and accessible way. Included are the tests proposed by Mardia, Henze-Zirkler, and Royston, as well as a number of useful graphical procedures.
If for some inexplicable reason you're not a user of R, the authors have thoughtfully created a web-based application just for you!
Reference
Korkmaz, S., D. Goksuluk, and G. Zarasiz, 2014. An R package for assessing multivariate normality. The R Journal, 6/2, 151-162.
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