Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: portmant

Quantlet: normalt
Description: multivariate normality tests

Usage: d = normalt(t,di,ord,covu,u)
Input:
t matrix, t-values
di integer, dimension
ord integer, order of the series
covu matrix, covariances
u matrix
Output:
d text display




Author: C. Hafner, S. Sperlich, W. Haerdle, 19971027 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006