# Multivariate normality tests

**URL:** <https://discourse.julialang.org/t/multivariate-normality-tests/8384>\
**Category:** Statistics\
**Created:** [January 15, 2018, 3:21pm UTC](https://discourse.julialang.org/t/multivariate-normality-tests/8384 "2018-01-15T15:21:31Z")\
**Posts on this page:** 5\
**Page:** 1

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**Author:** ![anriseth](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/anriseth/32/3106_2.png) [@anriseth](https://discourse.julialang.org/u/anriseth)\
**Post date:** [January 15, 2018, 3:21pm UTC](https://discourse.julialang.org/t/multivariate-normality-tests/8384/1 "2018-01-15T15:21:31Z")

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Are there any packages for running multivariate normality tests on data in the Juliaverse?  
I am looking for something along the lines of the R package [MVN](https://cran.r-project.org/web/packages/MVN/index.html)

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**Author:** ![andreasnoack](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/andreasnoack/32/27_2.png) [@andreasnoack](https://discourse.julialang.org/u/andreasnoack)\
**Post date:** [January 18, 2018, 6:40pm UTC](https://discourse.julialang.org/t/multivariate-normality-tests/8384/2 "2018-01-18T18:40:06Z")

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I actually implemented the [Doornik-Hansen test](http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0084.2008.00537.x/abstract) in [my Civecm package](https://github.com/andreasnoack/Civecm.jl/blob/89cf488f1d3e21401ceb8237de466172273b397e/src/auxiliary.jl#L45-L91) so it is well hidden. It should probably be migrated to `HypothesisTests`.

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**Author:** ![albz.uk](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albz.uk/32/6219_2.png) [@albz.uk](https://discourse.julialang.org/u/albz.uk)\
**Post date:** [November 25, 2018, 11:29pm UTC](https://discourse.julialang.org/t/multivariate-normality-tests/8384/3 "2018-11-25T23:29:45Z")

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Following up your discussion, I have always found very useful the Shapiro-Wilks normality test. Are you aware if it has already been implemented and eventually in which package?

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**Author:** ![Nosferican](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/nosferican/32/9275_2.png) [@Nosferican](https://discourse.julialang.org/u/Nosferican)\
**Post date:** [November 26, 2018, 2:45am UTC](https://discourse.julialang.org/t/multivariate-normality-tests/8384/4 "2018-11-26T02:45:08Z")

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There is [HypothesisTests.JarqueBeraTest](http://juliastats.github.io/HypothesisTests.jl/latest/time_series.html#HypothesisTests.JarqueBeraTest)

See also this [PR](https://github.com/JuliaStats/HypothesisTests.jl/pull/124)

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**Author:** ![albz.uk](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albz.uk/32/6219_2.png) [@albz.uk](https://discourse.julialang.org/u/albz.uk)\
**Post date:** [November 26, 2018, 10:04am UTC](https://discourse.julialang.org/t/multivariate-normality-tests/8384/5 "2018-11-26T10:04:13Z")

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For the cases I analysed the jarque - Brera didn’t seem to effective, this is why I selected ShapiroWilks hypothesis test. Worth trying again, thanks.

I will also contribute to the open requests for the SW test since it has already been tested effectively under the python environment.