multivariate diagnostics

Message: 47
Date: Wed, 12 Jan 2005 21:42:58 -0500 (EST)
From: Yulei He <yuleih at umich.edu>
Subject: [R] multivariate diagnostics
To: r-help at stat.math.ethz.ch
Message-ID:
        <Pine.SOL.4.58.0501122139570.810 at tetris.gpcc.itd.umich.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII

Hi, there.

I have two questions about the diagnostics in multivarite statistics.

1. Is there any diagnostics tool to check if a multivariate sample is from
multivariate normal distribution? If there is one, is there any function
doing it in R?

2. Is there any function of testing if two multivariate distribution are
same, i.e. the multivariate extension of Kolomogrov-Smirnov test?

Thanks for your help.

Yulei


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Yulei He
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yuleih at umich.edu
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