[SciPy-User] multivariate goodness of fit tests

josef.pktd at gmail.com josef.pktd at gmail.com
Sun May 29 17:49:02 EDT 2011


(since it's Sunday)

Does anyone have any goodness of fit tests for multivariate
distributions, kolmogorov-smirnov, anderson-darling or similar?

I would like to test Multivariate Normal and Multivariate T
distribution classes.

Right now I'm looking for a one-sample version, but the two-sample
version will be not far behind.

Josef



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