BaringhausHenzeTest

BaringhausHenzeTest[data] tests whether data follows a MultinormalDistribution using the Baringhaus–Henze test.

BaringhausHenzeTest[data, MultinormalDistribution[μ, Σ]] tests whether data follows the distribution with mean vector μ and covariance matrix Σ.

BaringhausHenzeTest[data, "property"] returns the value of "property".

Examples

Test multivariate data for normality:

data = RandomVariate[MultinormalDistribution[{0, 0}, {{1, 0.5}, {0.5, 1}}], 100];
BaringhausHenzeTest[data]

Get the p-value:

BaringhausHenzeTest[data, "PValue"]

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