C ONTRIBUTED R ESEARCH A RTICLES 151

MVN: An R Package for Assessing

Multivariate Normality
by Selcuk Korkmaz, Dincer Goksuluk and Gokmen Zararsiz

Abstract Assessing the assumption of multivariate normality is required by many parametric mul-
tivariate statistical methods, such as MANOVA, linear discriminant analysis, principal component
analysis, canonical correlation, etc. It is important to assess multivariate normality in order to proceed
with such statistical methods. There are many analytical methods proposed for checking multivariate
normality. However, deciding which method to use is a challenging process, since each method may
give different results under certain conditions. Hence, we may say that there is no best method, which
is valid under any condition, for normality checking. In addition to numerical results, it is very useful
to use graphical methods to decide on multivariate normality. Combining the numerical results from
several methods with graphical approaches can be useful and provide more reliable decisions. Here,
we present an R package, MVN, to assess multivariate normality. It contains the three most widely
used multivariate normality tests, including Mardia’s, Henze-Zirkler’s and Royston’s, and graphical
approaches, including chi-square Q-Q, perspective and contour plots. It also includes two multivariate
outlier detection methods, which are based on robust Mahalanobis distances. Moreover, this package
offers functions to check the univariate normality of marginal distributions through both tests and
plots. Furthermore, especially for non-R users, we provide a user-friendly web application of the
package. This application is available at http://www.biosoft.hacettepe.edu.tr/MVN/.

Introduction
Many multivariate statistical analysis methods, such as MANOVA and linear discriminant analysis
(MASS, Venables and Ripley (2002)), principal component analysis (FactoMineR, Husson et al. (2014),
psych, Revelle (2014)), and canonical correlation (CCA, González and Déjean (2012)), require multivari-
ate normality (MVN) assumption. If the data are multivariate normal (exactly or approximately), such
multivariate methods provide more reliable results. The performances of these methods dramatically
decrease if the data are not multivariate normal. Hence, researchers should check whether data are
multivariate normal or not before continuing with such parametric multivariate analyses.
Many statistical tests and graphical approaches are available to check the multivariate normality
assumption. Burdenski (2000) reviewed several statistical and practical approaches, including the Q-Q
plot, box-plot, stem and leaf plot, Shapiro-Wilk, and Kolmogorov-Smirnov tests to evaluate univariate
normality, contour and perspective plots for assessing bivariate normality, and the chi-square Q-Q plot
to check multivariate normality. The author demonstrated each procedure using real data from George
and Mallery (1999). Ramzan et al. (2013) reviewed numerous graphical methods for assessing both
univariate and multivariate normality and showed their use in a real life problem to check the MVN
assumption using chi-square and beta Q-Q plots. Holgersson (2006) stated the importance of graphical
procedures and presented a simple graphical tool, which is based on the scatter plot of two correlated
variables to assess whether the data belong to a multivariate normal distribution or not. Svantesson
and Wallace (2003) applied Royston’s and Henze-Zirkler’s tests to multiple-input multiple-output
data to test MVN. According to the review by Mecklin and Mundfrom (2005), more than fifty statistical
methods are available for testing MVN. They conducted a comprehensive simulation study based
on type I and type II error and concluded that no single test excelled in all situations. The authors
suggested using Henze-Zirkler’s and Royston’s tests among others for assessing MVN because of their
good type I error control and power. Moreover, to diagnose the reason for deviation from multivariate
normality, the authors suggested the use of Mardia’s multivariate skewness and kurtosis statistics test
as well as graphical approaches such as the chi-square Q-Q plot. Deciding which test to use can be a
daunting task for researchers (mostly for non-statisticians) and it is very useful to perform several
tests and examine the graphical methods simultaneously. Although there are a number of studies
describing multifarious approaches, there is no single easy-to-use, up-to-date and comprehensive tool
to apply various statistical tests and graphical methods together at present.
In this paper, we introduce an R package, MVN (Korkmaz et al., 2014), which implements the
three most widely used MVN tests, including Mardia’s, Henze-Zirkler’s, and Royston’s. In addition to
statistical tests, the MVN also provides some graphical approaches such as chi-square Q-Q, perspective,
and contour plots. Moreover, this package includes two multivariate outlier detection methods, which
are based on Mahalanobis distance. In addition to multivariate normality, users can also check
univariate normality tests and plots to diagnose deviation from normality via package version 3.7
and later. First, we discuss the theoretical background on the corresponding MVN tests. Second, two
illustrative examples are presented in order to demonstrate the applicability of the package. Finally,

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we present a newly developed web interface of the MVN package, which can be especially handy for
non-R users. The R version of MVN is publicly available from the Comprehensive R Archive Network
(CRAN, http://CRAN.R-project.org/package=MVN).

Multivariate normality tests

Mardia’s MVN test

Mardia (1970) proposed a multivariate normality test which is based on multivariate extensions of
skewness (ĝ1,p ) and kurtosis (ĝ2,p ) measures as follows:

1 n n 3 1 n 2
ĝ1,p = ÂÂm
n2 i=1 j=1 ij
and ĝ2,p =
n iÂ
mii (1)
=1

where mij = ( xi x̄ )0 S 1 ( x j x̄ ), the squared Mahalanobis distance, and p is the number of variables.
The test statistic for skewness, (n/6)ĝ1,p , is approximately c2 distributed with p( p + 1)( p + 2)/6
degrees of freedom. Similarly, the test statistic for kurtosis, ĝ2,p , is approximately normally distributed
with mean p( p + 2) and variance 8p( p + 2)/n.
For small samples, the power and the type I error could be violated. Therefore, Mardia (1974)
introduced a correction term into the skewness test statistic, usually when n < 20, in order to
control type I error. The corrected skewness statistic for small samples is (nk/6)ĝ1,p , where k =
( p + 1)(n + 1)(n + 3)/(n(n + 1)( p + 1) 6). This statistic is also distributed as c2 with degrees of
freedom p( p + 1)( p + 2)/6.

Henze-Zirkler’s MVN test

The Henze-Zirkler’s test is based on a non-negative functional distance that measures the distance
between two distribution functions. If data are distributed as multivariate normal, the test statistic
is approximately log-normally distributed. First, the mean, variance, and smoothness parameter are
calculated. Then, the mean and the variance are log-normalized and the p-value is estimated (Henze
and Zirkler, 1990; Johnson and Wichern, 1992; Henze and Wagner, 1997; Mecklin and Mundfrom, 2003;
Alpar, 2013). The test statistic of Henze-Zirkler’s multivariate normality test is given in equation 2.
⇣ ⌘ b2 ⇣ ⌘
1 n n n
p p
b2 Di
Dij
2 1 + b2 + n 1 + 2b2
n i Âe Âe
2 2 ( 1+ b2 ) 2
HZ = 2 (2)
=1 j =1 i =1

where

p: number of variables
✓ ◆ 1
1 n (2p + 1) p+4
b= p
2 4
0 1
Dij = ( xi xj ) S ( xi xj )
0
1
Di = ( x i x̄ ) S ( xi x̄ ) = mii

From equation 2, Di gives the squared Mahalanobis distance of ith observation to the centroid and
Dij gives the Mahalanobis distance between ith and jth observations. If data are multivariate normal,
the test statistic (HZ) is approximately log-normally distributed with mean µ and variance s2 as given
below:
p
⇣ 2
⌘
a 2 1 + pb a + p ( p + 2) b4
µ =1
2a2
⇣ ⌘ p 2a p 1 + 2pb4
3p ( p + 2) b8
s2 = 2 1 + 4b2
2
+ 2
+
a
! 4a4
p 3pb4 p ( p + 2) b8
4w b 2 1+ +
2w b 2w b 2

where a = 1 + 2b2 and w b = (1 + b2 )(1 + 3b2 ). Hence, the log-normalized mean and variance of the

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HZ statistic can be defined as follows:

s ! ✓ 2 ◆
µ4 ⇣ ⌘ s + µ2
log (µ) = log and log s2 = log (3)
s 2 + µ2 s2

By using the log-normal distribution parameters, µ and s, we can test the significance of multivariate
normality. The Wald test statistic for multivariate normality is given in equation 4.

log( HZ ) log(µ)
z= (4)
log(s)

Royston’s MVN test

Royston’s test uses the Shapiro-Wilk/Shapiro-Francia statistic to test multivariate normality. If kurtosis
of the data is greater than 3, then it uses the Shapiro-Francia test for leptokurtic distributions, otherwise
it uses the Shapiro-Wilk test for platykurtic distributions (Shapiro and Wilk, 1964; Royston, 1982, 1983,
1992; Johnson and Wichern, 1992; Royston, 1995; Mecklin and Mundfrom, 2005).
Let Wj be the Shapiro-Wilk/Shapiro-Francia test statistic for the jth variable ( j = 1, 2, . . . , p) and Zj
be the values obtained from the normality transformation proposed by Royston (1992).
h ⇣ ⌘i
if 4  n  11; x=n and w j = log g log 1 Wj
⇣ ⌘ (5)
if 12  n  2000; x = log(n) and w j = log 1 Wj

As seen from equation 5, x and w j -s change with the sample size (n). By using equation 5, transformed
values of each random variable can be obtained from equation 6.
wj µ
Zj = (6)
s
where g, µ and s are derived from the polynomial approximations given in equation 7. The polynomial
coefficients are provided by Royston (1992) for different sample sizes.

g = a0g + a1g x + a2g x2 + · · · + adg x d

µ = a0µ + a1µ x + a2µ x2 + · · · + adµ x d (7)
2 d
log(s) = a0s + a1s x + a2s x + · · · + ads x

The Royston’s test statistic for multivariate normality is as follows:

p
e  j =1 y j
H= ⇠ c2e (8)
p

where e is the equivalent degrees of freedom (edf) and F(·) is the cumulative distribution function for
the standard normal distribution such that,

e = p/[1 + ( p 1)c̄]
n h io2
yj = F 1 F( Zj )/2 , j = 1, 2, . . . , p. (9)

As seen from equation 9, another extra term c̄ has to be calculated in order to continue with the
statistical significance of Royston’s test statistic given in equation 8. Let R be the correlation matrix
and rij be the correlation between ith and jth variables. Then, the extra term c̄ can be found by using
equation 10.
cij n o
c̄ = Â Â , cij (10)
i j
p ( p 1) i6= j

where ⇢
g(rij , n) if i 6= j
cij =
1 if i = j
with the boundaries of g(·) as g(0, n) = 0 and g(1, n) = 1. The function g(·) is defined as follows:
h µ i
g(r, n) = r l 1 (1 r ) µ
n
The unknown parameters µ, l, and n were estimated from a simulation study conducted by Ross
(1980). He found µ = 0.715 and l = 5 for sample size 10  n  2000 and n is a cubic function which

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can be obtained as follows:

n(n) = 0.21364 + 0.015124x2 0.0018034x3

where x = log(n).

Implementation of MVN package

The MVN package contains several functions in the S4 class system. The data to be analyzed should
be given as a "data.frame" or "matrix" object. In this example, we will work with the famous Iris
data set. These data are from a multivariate data set introduced by Fisher (1936) as an application of
linear discriminant analysis. It is also called Anderson’s Iris data set because Edgar Anderson collected
the data to measure the morphologic variation of Iris flowers of three related species (Anderson, 1936).
First of all, the MVN package should be loaded in order to use related functions.

# load MVN package

library(MVN)

Similarly, the Iris data can be loaded from the R database by using the following R code:

# load Iris data

data(iris)

The Iris data set consists of 150 samples from each of the three species of Iris including setosa, virginica,
and versicolor. For each sample, four variables were measured including the length and width of the
sepals and petals, in centimeters.
Example I: For simplicity, we will work with a subset of these data which contain only 50 samples of
setosa flowers, and check MVN assumption using Mardia’s, Royston’s and Henze-Zirkler’s tests.

# setosa subset of the Iris data

setosa <- iris[1:50, 1:4]

Mardia’s MVN test: mardiaTest(...)

The mardiaTest function is used to calculate the Mardia’s test multivariate skewness and kurtosis
coefficients as well as their corresponding statistical significance. This function can also calculate the
corrected version of the skewness coefficient for small sample size (n < 20).

result <- mardiaTest(setosa, qqplot = FALSE)

result

Mardia s Multivariate Normality Test

---------------------------------------
data : setosa

g1p : 3.079721
chi.skew : 25.66434
p.value.skew : 0.1771859

g2p : 26.53766
z.kurtosis : 1.294992
p.value.kurt : 0.1953229

chi.small.skew : 27.85973
p.value.small : 0.1127617

Result : Data are multivariate normal.

---------------------------------------

Here:
g1p: Mardia’s estimate of multivariate skewness, i.e ĝ1,p given in equation 1,
chi.skew: test statistic for multivariate skewness,
p.value.skew: significance value of skewness statistic,

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g2p: Mardia’s estimate of multivariate kurtosis, i.e ĝ2,p given in equation 1,

z.kurtosis: test statistic for multivariate kurtosis,
p.value.kurt: significance value of kurtosis statistic,
chi.small.skew: test statistic for multivariate skewness with small sample correction,
p.value.small: significance value of small sample skewness statistic.

As seen from the results given above, both the skewness (ĝ1,p = 3.0797, p = 0.1772) and kurtosis
(ĝ2,p = 26.5377, p = 0.1953) estimates indicate multivariate normality. Therefore, according to
Mardia’s MVN test, this data set follows a multivariate normal distribution.

Henze-Zirkler’s MVN test: hzTest(...)

One may use the hzTest function in the MVN package to perform the Henze-Zirkler’s test.

result <- hzTest(setosa, qqplot = FALSE)

result

Henze-Zirkler s Multivariate Normality Test

---------------------------------------------
data : setosa

HZ : 0.9488453
p-value : 0.04995356

Result : Data are not multivariate normal.

---------------------------------------------

Here, HZ is the value of the Henze-Zirkler’s test statistic at significance level 0.05 and p-value is
the significance value of this test statistic, i.e., the significance of multivariate normality. As the
p-value, which is derived from hzTest, is mathematically lower than 0.05, one can conclude that this
multivariate data set deviates slightly from multivariate normality (HZ = 0.9488, p = 0.04995). As the
p-value is very close to 0.05, researchers should also check the multivariate graphical approaches as
well as univariate tests and plots to make a more reliable decision on multivariate normality.

Royston’s MVN test: roystonTest(...)

In order to carry out the Royston’s test, roystonTest function in the MVN package can be used as
follows:

result <- roystonTest(setosa, qqplot = FALSE)

result

Royston s Multivariate Normality Test

---------------------------------------------
data : setosa

H : 31.51803
p-value : 2.187653e-06

Result : Data are not multivariate normal.

---------------------------------------------

Here, H is the value of the Royston’s test statistic at significance level 0.05 and p-value is an approximate
significance value for the test with respect to edf. According to Royston’s test, the setosa data set does
not appear to follow a multivariate normal distribution ( H = 31.518, p < 0.001).

Chi-square Q-Q plot

One can clearly see that different MVN tests may come up with different results. MVN assumption
was rejected by Henze-Zirkler’s and Royston’s tests; however, it was not rejected by Mardia’s test at a
significance level of 0.05. In such cases, examining MVN plots along with hypothesis tests can be quite
useful in order to reach a more reliable decision.

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The Q-Q plot, where “Q” stands for quantile, is a widely used graphical approach to evaluate
the agreement between two probability distributions. Each axis refers to the quantiles of probability
distributions to be compared, where one of the axes indicates theoretical quantiles (hypothesized
quantiles) and the other indicates the observed quantiles. If the observed data fit hypothesized
distribution, the points in the Q-Q plot will approximately lie on the line y = x.
MVN has the ability to create three multivariate plots. One may use the qqplot = TRUE option in
the mardiaTest, hzTest, and roystonTest functions to create a chi-square Q-Q plot. We can create this
plot for the setosa data set to see whether there are any deviations from multivariate normality. Figure
1 shows the chi-square Q-Q plot of the first 50 rows of the Iris data, which are setosa flowers. It can be
seen from Figure 1 that there are some deviations from the straight line and this indicates possible
departures from a multivariate normal distribution.

Chi−Square Q−Q Plot

12 ●

●
10
Chi−Square Quantile

●
●
8

●
●
●
●
●
6

●
●
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●
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● ●
●
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4

●
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●
●●
●
2

●
●●
●
●
●
●
●●
●●●
●
0

0 2 4 6 8 10 12

Squared Mahalanobis Distance

Figure 1: Chi-Square Q-Q plot for setosa data set.

As a result, we can conclude that this data set does not satisfy MVN assumption based on the
fact that the two test results are against it and the chi-square Q-Q plot indicates departures from
multivariate normal distribution.

Univariate plots and tests

As noted by several authors (Burdenski, 2000; Stevens, 2012; Kass et al., 2014), if data have a multi-
variate normal distribution, then, each of the variables has a univariate normal distribution; but the
opposite does not have to be true. Hence, checking univariate plots and tests could be very useful to
diagnose the reason for deviation from MVN. We can check this assumption through uniPlot and
uniNorm functions from the package. The uniPlot function is used to create univariate plots, such as
Q-Q plots (Figure 2a), histograms with normal curves (Figure 2b), box-plots and scatterplot matrices.

uniPlot(setosa, type = "qqplot") # draw univariate Q-Q plots

uniPlot(setosa, type = "histogram") # draw univariate histograms

As seen from Figure 2, Petal.Width has a right-skewed distribution whereas other variables have
approximately normal distributions. Thus, we can conclude that problems with multivariate normality
arise from the skewed distribution of Petal.Width. In addition to the univariate plots, one can also
perform univariate normality tests using the uniNorm function. It provides several widely used
univariate normality tests, including Shapiro-Wilk, Cramer-von Mises, Lilliefors, and Anderson-
Darling. For example, the following code chunk is used to perform the Shapiro-Wilk’s normality test
on each variable:

uniNorm(setosa, type = "SW")

Shapiro-Wilk s test of Normality

Variable Statistic p-value Normality

1 Sepal.Length 0.9777 0.4595 YES
2 Sepal.Width 0.9717 0.2715 YES
3 Petal.Length 0.9550 0.0548 YES
4 Petal.Width 0.7998 0.0000 NO

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Normal Q−Q Plot (Sepal.Length) Normal Q−Q Plot (Sepal.Width)

1.2
● ●
●● ●

Sample Quantiles

Sample Quantiles
●

2.5 3.0 3.5 4.0

5.5

0.8
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0.8
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Density

Density
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5.0
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0.4
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0.4
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0.0

0.0
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−2 −1 0 1 2 −2 −1 0 1 2 4.5 5.0 5.5 2.0 2.5 3.0 3.5 4.0 4.5

Theoretical Quantiles Theoretical Quantiles Sepal.Length Sepal.Width

Normal Q−Q Plot (Petal.Length) Normal Q−Q Plot (Petal.Width)

0 1 2 3 4 5 6 7
● ● ●
1.8
Sample Quantiles

Sample Quantiles

0.5

2.0
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Density

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−2 −1 0 1 2 −2 −1 0 1 2 1.0 1.2 1.4 1.6 1.8 0.1 0.2 0.3 0.4 0.5 0.6

Theoretical Quantiles Theoretical Quantiles Petal.Length Petal.Width

(a) Q-Q plots. (b) Histograms with normal curves.

Figure 2: Univariate plots of setosa.

From the above results, we can see that all variables, except Petal.Width in the setosa data set, have
univariate normal distributions at significance level 0.05. We can now drop Petal.With from setosa data
and recheck the multivariate normality. MVN results are given in Table 1.

Test Test Statistic p-value

Mardia
Skewness 11.249 0.338
Kurtosis 1.287 0.198
Henze-Zirkler 0.524 0.831
Royston 7.255 0.060

Table 1: MVN test results (setosa without Petal.Width).

According to the three MVN test results in Table 1, setosa without Petal.Width has a multivariate
normal distribution at significance level 0.05.
Example II: Whilst the Q-Q plot is a general approach for assessing MVN in all types of numerical
multivariate datasets, perspective and contour plots can only be used for bivariate data. To demonstrate
the applicability of these two approaches, we will use a subset of Iris data, named setosa2, including
the sepal length and sepal width variables of the setosa species.

Perspective and contour plots

Univariate normal marginal densities are a necessary but not a sufficient condition for MVN. Hence,
in addition to univariate plots, creating perspective and contour plots will be useful. The perspective
plot is an extension of the univariate probability distribution curve into a 3-dimensional probability
distribution surface related with bivariate distributions. It also gives information about where data
are gathered and how two variables are correlated with each other. It consists of three dimensions
where two dimensions refer to the values of the two variables and the third dimension, which like
in univariate cases, is the value of the multivariate normal probability density function. Another
alternative graph, which is called the “contour plot”, involves the projection of the perspective plot
into a 2-dimensional space and this can be used for checking multivariate normality assumption. For
bivariate normally distributed data, we expect to obtain a three-dimensional bell-shaped graph from
the perspective plot. Similarly, in the contour plot, we can observe a similar pattern.
To construct a perspective and contour plot for Example 2, we can use the mvnPlot function in
MVN. This function requires an object of the "MVN" class that is the result from one of the MVN
functions. In the following codes, the object from hzTest is used for the perspective plot given in
Figure 3a. It is also possible to create a contour plot of the data. Contour graphs are very useful as they
give information about normality and correlation at the same time. Figure 3b shows the contour plot
of setosa flowers. As can be seen from the graph, this is simply a top view of the perspective plot where

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the third dimension is represented with ellipsoid contour lines. From this graph, we can say that there
is a positive correlation among the sepal measures of flowers since the contour lines lie around the
main diagonal. If the correlation were zero, the contour lines would be circular rather than ellipsoid.

setosa2 <- iris[1:50, 1:2]

result <- hzTest(setosa2, qqplot=FALSE)
mvnPlot(result, type = "persp", default = TRUE) # draw a perspective plot
mvnPlot(result, type = "contour", default = TRUE) # draw a contour plot

0.1
0.2

0.3

4.0
0.5
0.7
0.9
1.1

Sepal.Width

3.5
1.4

1.3
1.2

3.0
0.8 1
0.4 0.6
Dens

0.2
Sepa

0.1

2.5
ity

l.Wid

0.1
th

4.5 5.0 5.5

Sepal.Length Sepal.Length

(a) Perspective plot (b) Contour plot

Figure 3: Perspective and contour plot for bivariate setosa2 data set.

As neither the univariate plots in Figure 2 nor the multivariate plots in Figure 3 show any significant
deviation from MVN, we can now perform the MVN tests to evaluate the statistical significance of
bivariate normal distribution of the setosa2 data set.

Test Test Statistic p-value

Mardia
Skewness 0.760 0.944
Kurtosis 0.093 0.926
Henze-Zirkler 0.286 0.915
Royston 2.698 0.245

Table 2: MVN test results (setosa with sepal measures).

All three tests in Table 2 indicate that the data set satisfies bivariate normality assumption at the
significance level 0.05. Moreover, the perspective and contour plots are in agreement with the test
results and indicate approximate bivariate normality.
Figures 3a and 3b were drawn using a pre-defined graphical option by the authors. However,
users may change these options by setting function entry to default = FALSE. If the default is
FALSE, optional arguments from the plot, persp and contour functions may be introduced to the
corresponding graphs.

Multivariate outliers

Multivariate outliers are the common reason for violating MVN assumption. In other words, MVN
assumption requires the absence of multivariate outliers. Thus, it is crucial to check whether the data
have multivariate outliers, before starting multivariate analysis. The MVN includes two multivariate
outlier detection methods which are based on robust Mahalanobis distances (rMD( x )). Mahalanobis
distance is a metric which calculates how far each observation is to the center of joint distribution,
which can be thought of as the centroid in multivariate space. Robust distances are estimated from
minimum covariance determinant estimators rather than the sample covariance (Rousseeuw and
Leroy, 1987). These two approaches, defined as Mahalanobis distance and adjusted Mahalanobis
distance in the package, detect multivariate outliers as given below,

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Mahalanobis Distance:

1. Compute robust Mahalanobis distances (rMD( xi )),

2. Compute the 97.5 percent quantile (Q) of the chi-square distribution,
3. Declare rMD( xi ) > Q as possible outlier.

Adjusted Mahalanobis Distance:

1. Compute robust Mahalanobis distances (rMD( xi )),
2. Compute the 97.5 percent adjusted quantile (AQ) of the chi-Square distribution,
3. Declare rMD( xi ) > AQ as possible outlier.

The mvOutlier function is used to detect multivariate outliers as given below. It also returns a new
data set in which declared outliers are removed. Moreover, Q-Q plots can be created by setting qqplot
= TRUE within mvOutlier for visual inspection of the possible outliers. For this example, we will use
another subset of the Iris data, which is versicolor flowers, with the first three variables.

versicolor <- iris[51:100, 1:3]

# Mahalanobis distance
result <- mvOutlier(versicolor, qqplot = TRUE, method = "quan")
# Adjusted Mahalanobis distance
result <- mvOutlier(versicolor, qqplot = TRUE, method = "adj.quan")

Chi−Square Q−Q Plot Adjusted Chi−Square Q−Q Plot

● ●
● Outliers (n=2) ● Outliers (n=0)
● Non−outliers (n=48) ● Non−outliers (n=50)
10

10

● ●
Chi−Square Quantile

Chi−Square Quantile
8

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6

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Quantile: 9.348

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4

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2

●●
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0

0 2 4 6 8 10 0 2 4 6 8 10

Robust Squared Mahalanobis Distance Robust Squared Mahalanobis Distance

(a) Mahalanobis Distance (b) Adjusted-Mahalanobis Distance

Figure 4: Multivariate outlier detection.

From Figure 4, Mahalanobis distance declares 2 observations as multivariate outlier whereas

adjusted Mahalanobis distance declares none. See Filzmoser et al. (2005) for further information on
multivariate outliers.

Web interface for the MVN package

The purpose of the package is to provide MVN tests along with graphical approaches for assessing
MVN. Moreover, this package offers univariate tests and plots, and multivariate outlier detection for
checking MVN assumptions through R. However, using R codes might be challenging for new R users.
Therefore, we also developed a user-friendly web application of MVN by using shiny1 (RStudio, Inc.,
2014), and this is publicly available.2 This web-tool, which is an interactive application, has all the
features that the MVN package has.
To start analysis, users need to upload or paste their data to the web-tool as described in the Data
upload tab. Three example data sets are available on this page for researchers to test the tool and
prepare their data in an appropriate form (Figure 5a). Before performing MVN tests, the univariate
normality assumption can be checked through univariate plots (Q-Q plot, histograms with normal
curve, box-plot, and scatterplot matrix) and tests (Shapiro-Wilk, Cramer-von Mises, Lilliefors, and
1 http://www.rstudio.com/shiny/
2 http://www.biosoft.hacettepe.edu.tr/MVN

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C ONTRIBUTED R ESEARCH A RTICLES 160

(a) Data upload (b) Univariate analysis

(c) Outlier detection (d) Multivariate analysis

Figure 5: Web interface of the MVN package.

Anderson-Darling) in the Univariate analysis tab (Figure 5b) and possible multivariate outliers can
be detected by using the Mahalanobis distances via the Outlier detection tab as seen in Figure 5c.
Finally, users can assess MVN in the Multivariate analysis tab by choosing one of the MVN tests
including Mardia’s, Henze-Zirkler’s, and Royston’s and graphical approaches, including chi-square
Q-Q, perspective, and contour plots (Figure 5d). All the results can be downloaded by using download
buttons in the respective tabs.

Summary and further research

As stated earlier, MVN is among the most crucial assumptions for most parametric multivariate
statistical procedures. The power of these procedures is negatively affected if this assumption is not
satisfied. Thus, before using any of the parametric multivariate statistical methods, MVN assumption
should be tested first. Although there are many MVN tests, there is not a standard test for assessing this
assumption. In our experience, researchers may choose Royston’s test for data with a small sample size
(n < 50) and Henze-Zirkler’s test for a large sample size (n > 100). However, a more comprehensive
simulation study is needed to provide more reliable inference. Instead of using just one test, it is
suggested that using several tests simultaneously and examining some graphical representation of the
data may be more appropriate. Currently, as far as we know, there is no such extensive tool to apply
different statistical tests and graphical methods together.
In this paper, we present the MVN package for multivariate normality checking. This package
offers comprehensive flexibility for assessing MVN assumption. It contains the three most widely used
MVN tests, including Mardia’s, Henze-Zirkler’s and Royston’s. Moreover, researchers can create three
MVN plots using this package, including the chi-square Q-Q plot for any data set and perspective and
contour plots for bivariate data sets. Furthermore, since MVN requires univariate normality of each
variable, users can check univariate normality assumption by using both univariate normality tests
and plots with proper functions in the package. In the first example, different results on multivariate
normality were achieved from the same data. When sepal and petal measures, i.e., four variables, were
considered, Mardia’s test resulted in multivariate normality as well as Henze-Zirkler’s test at the edge
of type I error. However, Royston’s test strongly rejected the null hypothesis in favor of non-normality.
At this point, the only possible graphical approach is to use the chi-square Q-Q plot since there are
more than two variables. The next step was to identify the cause of deviation from MVN by using
univariate normality tests and plots. In the second example, all tests suggested bivariate normality, as
did the graphical approaches. Although some tests may not reject the null hypothesis, other tests may
reject it. Hence, as stated earlier, selecting the appropriate MVN test dramatically changes the results
and the final decision is ultimately the researcher’s.

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Currently, MVN works with several statistical tests and graphical approaches. It will continue to
add new statistical approaches as they are developed. The package and the web-tool will be regularly
updated based on these changes.

Acknowledgments
We would like to thank Prof. Dr. C. Reha Alpar and the anonymous reviewer for their very useful
comments and suggestions which helped us to improve the quality of our paper. We would also like
to thank Izzet Parug Duru from Marmara University Department of Physics and Vahap Eldem from
Istanbul University Department of Biology for making the web-tool version of the package possible.
This study was supported by the Research Fund of Marmara University [FEN-C-DRP-120613-0273].

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Selcuk Korkmaz
Department of Biostatistics
Hacettepe University
Turkey
selcuk.korkmaz@hacettepe.edu.tr

Dincer Goksuluk
Department of Biostatistics
Hacettepe University
Turkey
dincer.goksuluk@hacettepe.edu.tr

Gokmen Zararsiz
Department of Biostatistics
Hacettepe University
Turkey
gokmen.zararsiz@hacettepe.edu.tr

The R Journal Vol. 6/2, December 2014 ISSN 2073-4859