Yes. You could install "mvnormtest" Package and perform the
multivariate normality test. By using mshapiro.test
I wish this is helpful!
Chunhao Tu
Quoting HongSheng Liao <HLiao at odu.edu>:
>
> My stat textbook tells me that using Shapiro-Wilk test for each variable
> one by one is not equal to a test for multivariate normality as a whole.
> Does R have a function of testing for multivariate normality? Thanks.
> Hongsheng (Hank) Liao, Ph.D.
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