Calculates the Mardia's multivariate skewness and kurtosis coefficients as well as their corresponding statistical tests. For large sample size the multivariate skewness is asymptotically distributed as a Chi-square random variable; here it is corrected for small sample size. Likewise, the multivariate kurtosis it is distributed as a unit-normal.
X - multivariate data matrix [Size of matrix must be n(data)-by-p (variables)].
c - normalizes covariance matrix by n (c=1[default]) or by n-1 (c~=1)
alpha - significance level (default = 0.05).
-Complete statistical analysis table of both multivariate Mardia's skewness and kurtosis.
-Chi-square quantile-quantile (Q-Q) plot of the squared Mahalanobis distances of the observations from the mean vector.
-The file ask you whether or not are you interested to label the n data points on the Q-Q plot:
Are you interested to explore all the n data points? (y/n):
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Text was improved.
Chi-square Q-Q plot of the squared Mahalanobis distances of the observations from the mean vector and the n point labels were added.
Version 2.0. Copyright. September 30, 2007
Text was improved.
It was added an appropriate format to cite this file.
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