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Comments and Ratings by Johan
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15 Dec 2008 HZmvntest Henze-Zirkler's Multivariate Normality Test. Author: Antonio Trujillo-Ortiz

Nice implemetation and sample data to test the file on. However, it runs a bit slow. I recompted the variable Djk by avoiding loops and it runs much faster:
Djk = - 2*Y' + diag(Y')*ones(1,n) + ones(n,1)*diag(Y')';

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