[R] multivariate diagnostics

[Yulei He]

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
1586 Murfin Ave. Apt 37
Ann Arbor, MI 48105-3135
yuleih at umich.edu
734-647-0305(H)
734-763-0421(O)
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