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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/dataDiagnosis.R
\name{mardiaKurtosis}
\alias{mardiaKurtosis}
\title{Finding Mardia's multivariate kurtosis}
\usage{
mardiaKurtosis(dat, use = "everything")
}
\arguments{
\item{dat}{The target matrix or data frame with multiple variables}
\item{use}{Missing data handling method from the \code{\link[stats:cor]{stats::cov()}}
function.}
}
\value{
A value of a Mardia's multivariate kurtosis with a test statistic
}
\description{
Finding Mardia's multivariate kurtosis of multiple variables
}
\details{
The Mardia's multivariate kurtosis formula (Mardia, 1970) is
\deqn{ b_{2, d} = \frac{1}{n}\sum^n_{i=1}\left[ \left(\bold{X}_i -
\bold{\bar{X}} \right)^{'} \bold{S}^{-1} \left(\bold{X}_i -
\bold{\bar{X}} \right) \right]^2, }
where \eqn{d} is the number of variables, \eqn{X} is the target
dataset with multiple variables, \eqn{n} is the sample size, \eqn{\bold{S}}
is the sample covariance matrix of the target dataset, and
\eqn{\bold{\bar{X}}} is the mean vectors of the target dataset binded in
\eqn{n} rows. When the population multivariate kurtosis is normal, the
\eqn{b_{2,d}} is asymptotically distributed as normal distribution with the
mean of \eqn{d(d + 2)} and variance of \eqn{8d(d + 2)/n}.
}
\examples{
library(lavaan)
mardiaKurtosis(HolzingerSwineford1939[ , paste0("x", 1:9)])
}
\references{
Mardia, K. V. (1970). Measures of multivariate skewness and
kurtosis with applications. \emph{Biometrika, 57}(3), 519--530.
\doi{10.2307/2334770}
}
\seealso{
\itemize{
\item \code{\link[=skew]{skew()}} Find the univariate skewness of a variable
\item \code{\link[=kurtosis]{kurtosis()}} Find the univariate excessive kurtosis
of a variable
\item \code{\link[=mardiaSkew]{mardiaSkew()}} Find the Mardia's multivariate skewness
of a set of variables
}
}
\author{
Sunthud Pornprasertmanit (\email{psunthud@gmail.com})
}
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