Multivariate Data Analysis - Assignment 2

Multivariate Data Analysis (MNG 744)
Assignment 2
SUBMITTED BY:
Arijit Maji (194270001),
Nilendra Singh Pawar (194278001),
Rahul Sahu(194270003),
VedBeloskar(184278001).
1. Exercise 4.28 page no. 206.
R Code
library(matlib)
library(ggpubr)
library(nortest)
data=read.csv("C:/Users/91907/Desktop/Multivariate
Assignment/Assignment2/Air Quality.csv")
solar_radiation<-data$Solar.radiation...x2.
## Normality check....
hist(solar_radiation)
qqnorm(solar_radiation,pch = 1)
qqline(solar_radiation, col = "steelblue", lwd = 2)
# normality check using correaltion....
len<-nrow(data)
quantile_val<-c()
normal_quantile<- function(x){
for(i in 1:length(x)){
q=(i-.5)/len
quantile_val[i]= qnorm(q)
}
return(quantile_val)
}
Z_value<-normal_quantile(sort(solar_radiation))
r_val<-
cov(sort(solar_radiation),Z_value)/(sd(sort(solar_radiation))*sd(Z_
value))
r_critical<-.9726
R Output
hist(solar_radiation)
qqnorm(solar_radiation,pch = 1)
qqline(solar_radiation, col = "steelblue", lwd = 2)
ad.test(solar_radiation)
Anderson-Darling normality test
data: solar_radiation
A = 0.96228, p-value = 0.01374
Comments:
i. Histogram not showing a bell-shaped curve.
ii. The points on the Q-Q plot nearly fit a straight line and it showing
negatively skewed distribution.
iii. The AD test for normality, p-value is less than .05, reject H0 (the
data is normally distributed) at 5% level of significance.
iv. Hence the variable is not normally distributed.
 Normality Check using correlation.
Z_value<-normal_quantile(sort(solar_radiation))
r_val<-
cov(sort(solar_radiation),Z_value)/(sd(sort(solar_radiation))*sd(Z_value)
)
r_val
[1] 0.9693258
r_critical
[1] 0.9726
Since r_val< r_critical, we cannot reject the Null hypothesis and it is not
normally distribute.
2. Exercise 4.33 Page no 206.
R Code.
q2 <- read.delim("~/phD/SEM 2/Multivariate analysis/assignment 2/stiffness

data.txt")
library("carData")
library("car")
#Normality of x1
hist(q2$x1)
mean(q2$x1)
median(q2$x1)
qqPlot(q2$x1)
q<-data.frame(cbind(sort(q2$x1),seq(1,length(q2$x1),1)))
colnames(q)<-c("x1","z1")
q$z1<-qnorm(((q$z1-.5)/length(q$z1)))
cor(q$z1,q$x1)
r_critial<-0.9652
shapiro.test(q2$x1)
#Normality of x2
hist(q2$x2)
mean(q2$x2)
median(q2$x2)
qqPlot(q2$x2)
cor(q$z2,q$x2)
r_critial<-0.9652
shapiro.test(q2$x2)
#Normality of x3
hist(q2$x3)
mean(q2$x3)
median(q2$x3)
qqPlot(q2$x3)
cor(q$z3,q$x3)
r_critial<-0.9652
shapiro.test(q2$x3)
#Normality of x4
hist(q2$x4)
mean(q2$x4)
median(q2$x4)
qqPlot(q2$x4)
cor(q$z4,q$x4)
r_critial<-0.9652
shapiro.test(q2$x4)
#Bivariate Normality x1 x2
data2<-q2[,c("x1","x2")]
cm<-colMeans(data2)
S<-cov(data2)
d <- apply(data2, MARGIN = 1, function(data2) t(data2-cm) %*% solve(S)
%*% (data2-cm))
plot(qchisq((1:nrow(data2)-1/2)/nrow(data2),df=2), sort(d), xlab =
expression(paste(chi[2]^2, "Quantile")), ylab = "Ordered Distances", main =
"Chi-square q-q Plot for (x1,x2)"); abline(a=0, b=1)
cor(qchisq((1:nrow(data2)-1/2)/nrow(data2),df=2),sort(d))
data2<-q2[,c("x1","x3")]
cm<-colMeans(data2)
S<-cov(data2)
%*% (data2-cm))
data2<-q2[,c("x1","x4")]
cm<-colMeans(data2)
S<-cov(data2)
%*% (data2-cm))
data2<-q2[,c("x2","x3")]
cm<-colMeans(data2)
S<-cov(data2)
%*% (data2-cm))
data2<-q2[,c("x2","x4")]
cm<-colMeans(data2)
S<-cov(data2)
%*% (data2-cm))
data2<-q2[,c("x3","x4")]
cm<-colMeans(data2)
S<-cov(data2)
%*% (data2-cm))
R Output:
> q2 <- read.delim("~/phD/SEM 2/Multivariate analysis/assignment

2/stiffness data.txt")
> library("carData")
> library("car")
>
> #Normality of x1
>
>hist(q2$x1)
> mean(q2$x1)
[1] 1906.1
> median(q2$x1)
[1] 1863
>qqPlot(q2$x1)
[1] 9 17
>
>
> q<-data.frame(cbind(sort(q2$x1),seq(1,length(q2$x1),1)))
>colnames(q)<-c("x1","z1")
> q$z1<-qnorm(((q$z1-.5)/length(q$z1)))
>cor(q$z1,q$x1)
[1] 0.9598642
>r_critial<-0.9652
#As r_value< r_ we can say that the data is not normal, but the
values are very close
>shapiro.test(q2$x1)
Shapiro-Wilk normality test
data: q2$x1
W = 0.93068, p-value = 0.05118
#As p-value is >0.05, Shapiro-Wilk test shows data is normal. The p-

value is barely more than 0.05, so the normality of this data is
borderli
Comments:
v. Histogram appears to roughly fit a bell-shaped curve.
vi. Mean and median are nearby each other.
vii. The points on the Q-Q plot nearly fit a straight line and correlation
between the quantiles is high (>90%).
viii. Based on r-value and Shapiro wilk test this data is borderline
normal
>
>#Normality of x2
>>hist(q2$x2)
> mean(q2$x2)
[1] 1749.533
> median(q2$x2)
[1] 1680
>qqPlot(q2$x2)
[1] 9 17
>
>cor(q$z2,q$x2)
[1] 0.9503909
>r_critial<-0.9652
#As r_value< r_ we can say that the data is not normal
data: q2$x2
W = 0.91274, p-value = 0.01746
#As p-value < 0.05, the data is not normally distributed.
Comments:
i. Visually the data is skewed towards right, and the points on q-q
plot deviate from the straight line at many places.
ii. Based on the r-value and shapirowilk’s test the data is not
normal
>
>
> #Normality of x3
>
>hist(q2$x3)
> mean(q2$x3)
[1] 1509.133
> median(q2$x3)
[1] 1466
>qqPlot(q2$x3)
[1] 9 2
>
>cor(q$z3,q$x3)
[1] 0.9634104
>r_critial<-0.9652
#As r_value< r_ we can say that the data is not normal, but the r
values are very close.
data: q2$x3
W = 0.93258, p-value = 0.05751
#As p-value is >0.05 we can say that the data is normal, but barely
so.
Comments:
i. Histogram shows that the data is positively skewed.
ii. Mean and median are nearby each other.
iii. Based on r-value and Shapiro wilk test this data is borderline
normal
> #Normality of x4
>
>hist(q2$x4)
> mean(q2$x4)
[1] 1724.967
> median(q2$x4)
[1] 1674.5
>qqPlot(q2$x4)
[1] 9 17
>
>cor(q$z4,q$x4)
[1] 0.980292
> r_<-0.9652
#As r_value> r_ we can say that the data is normal
data: q2$x4
W = 0.96127, p-value = 0.3337
#As p-value > 0.05 the data is normally distributed
Comments:
i. Histogram appears to roughly fit a bell-shaped curve.
ii. Mean and median are nearby each other.
iii. Based on the r value and Shapiro-wilk test, we can say that the data
is normally distributed.
SUMMARY: x1 & x3:borderline normal, x4: normal, x2: not
normal
>
>
> #Bivariate Normality x1 x2
> data2<-q2[,c("x1","x2")]
> cm<-colMeans(data2)
> S<-cov(data2)
> d <- apply(data2, MARGIN = 1, function(data2) t(data2-cm) %*%
solve(S) %*% (data2-cm))
> plot(qchisq((1:nrow(data2)-1/2)/nrow(data2),df=2), sort(d), xlab =
expression(paste(chi[2]^2, "Quantile")), ylab = "Ordered Distances",
main = "Chi-square q-q Plot for (x1,x2)"); abline(a=0, b=1)
>cor(qchisq((1:nrow(data2)-1/2)/nrow(data2),df=2),sort(d))
[1] 0.966762
>
Comments:
i. Correlation between ordered distances between X1 & X2 and chi-
square quantiles = 0.966762
ii. The points on the chi-square plot (except last 4 points) fit a 450
straight line originating from the origin (of the form y=x).
iii. However, as x2 is not normally distributed, we can conclude that
the two variables X1 and X2 do not follow bivariate normal
distribution
>
> data2<-q2[,c("x1","x3")]
> S<-cov(data2)
[1] 0.9824718
Comments:
ii. The points on the chi-square plot (except two outliers) fit a 450
iii. The correlation between ordered distances between X1 & X3 and
chi-square quantiles is high (>90%)Hence the two variables X1
and X3 seem to follow bivariate normal distribution.
>
> data2<-q2[,c("x1","x4")]
> S<-cov(data2)
[1] 0.925593
Comments:
ii. The points on the chi-square plot (except two outliers) do not fit a
450 straight line originating from the origin (of the form y=x). The
curve indicates that the data is positively skewed.
iii. Hence the two variables X1 and X4 not jointly normal distribution.

> data2<-q2[,c("x2","x3")]
> S<-cov(data2)
[1] 0.9440135
Correlation between ordered distances between X2 & X3 and chi-square

quantiles = 0.9440135
Comments:
ii. The points on the chi-square plot (except two outliers) do not fit a
450 straight line originating from the origin (of the form y=x).
iii. Furthermore, x2 is not normally distributed, hence the two
variables X2 and X3 do not follow bivariate normal distribution.
>
> data2<-q2[,c("x2","x4")]
> S<-cov(data2)
[1] 0.9219479
Comments:
ii. The points on the chi-square plot (except three outliers) do not fit a
450 straight line originating from the origin (of the form y=x).
iii. X2 is not normally distributed, so the two variables X2 and X4 do
not follow bivariate normal distribution.
>
> data2<-q2[,c("x3","x4")]
> S<-cov(data2)
[1] 0.9839645
Comments:
ii. The points on the chi-square plot (except two outliers) fit a 450
iii. Hence the two variables X3 and X4 follow bivariate normal

distribution.
3. Exercise 4.39 Page no 207.

R Code
data1=read.csv("C:/Users/91907/Desktop/MultivariateAssignment/Psyc
hological_Data.csv")
# Marginal normality check code
hist(data1$Indep)
qqnorm(data1$Indep,pch = 1)
qqline(data1$Indep, col = "steelblue", lwd = 2)
shapiro.test(data1$Indep)
hist(data1$Supp)
qqnorm(data1$Supp,pch = 1)
qqline(data1$Supp, col = "steelblue", lwd = 2)
shapiro.test(data1$Supp)
hist(data1$Benev)
qqnorm(data1$Benev,pch = 1)
qqline(data1$Benev, col = "steelblue", lwd = 2)
shapiro.test(data1$Benev)
hist(data1$Conform)
qqnorm(data1$Conform,pch = 1)
qqline(data1$Conform, col = "steelblue", lwd = 2)
shapiro.test(data1$Conform)
hist(data1$Leader)
qqnorm(data1$Leader,pch = 1)
qqline(data1$Leader, col = "steelblue", lwd = 2)
shapiro.test(data1$Leader)
## Joinnly multivariate normality checks code.
# distance calculation code.
mean_vec<-colMeans(data1)
X_Minus_mu<-t(t(data1)-mean_vec)
var_cov<- cov(data1)
inverse_mat<- inv(var_cov)
dd<- diag(X_Minus_mu %*% var_cov%*% t(X_Minus_mu))
# quantile calculation code.
sort_dd<-sort(dd)
len<-length(dd)
DOF<-ncol(data1)
chi_val<-c()
chi_sq_value<- function(x,dof){
q=(i-.5)/len
chi_val[i]= qchisq(q,dof)
}
return(chi_val)
}
q_value<-chi_sq_value(sort_dd,DOF)
chi_value<-qchisq(.95,DOF)
percentage<- (sum(q_value<=qchisq(.95,DOF)))/len
hist(q_value)
plot(q_value,sort_dd)
comment<- if(percentage>=0.95){
print("Multivariate Normal Distribution")
}
# Power transform code.
df=data1
a=powerTransform(data1$Supp, family="bcPower")
a
pow<-1.396262
df$Supp = ((df$Supp)**pow -1)/pow
hist(df$Supp)
qqnorm(df$Supp,pch = 1)
qqline(df$Supp, col = "steelblue", lwd = 2)
shapiro.test(df$Supp)
b=powerTransform(data1$Leader, family="bcPower")
b
pow<-0.3815471
df$Leader = ((df$Leader)**pow -1)/pow
hist(df$Leader)
qqnorm(df$Leader,pch = 1)
qqline(df$Leader, col = "steelblue", lwd = 2)
shapiro.test(df$Leader)
## Joinnly multivariate normality check after power transform.
mean_vec<-colMeans(df)
X_Minus_mu<- t(t(df)-mean_vec)
var_cov<- cov(df)
inverse_mat<- inv(var_cov)
dd<- diag(X_Minus_mu %*% var_cov%*% t(X_Minus_mu))
sort_dd<-sort(dd)
len<-length(dd)
DOF<-ncol(data1)
chi_val<-c()
chi_sq_value<- function(x,dof){
q=(i-.5)/len
chi_val[i]= qchisq(q,dof)
}
return(chi_val)
}
q_value<-chi_sq_value(sort_dd,DOF)
chi_value<-qchisq(.95,DOF)
percentage_1<- (sum(q_value<=qchisq(.95,DOF)))/len
hist(q_value)
plot(q_value,sort_dd)
comment<- if(percentage_1>=0.95){
print("Multivariate Normal Distribution")}
R Output
data: data1$Indep
W = 0.97486, p-value = 0.01617
Comments:
i. Histogram is showing a bell-shaped curve, showing right skewed.
ii. The points on the Q-Q plot not fit a strong straight line and it
showing negatively skewed distribution.
iii. The Shapiro-Wilk test for normality, p-value is less than .05, reject
H0 (the data is normally distributed) at 5% level of significance.
data: data1$Supp
W = 0.97788, p-value = 0.03198
Comments:
v. Histogram is showing a bell-shaped curve , most of the values are
right side concentrated,.
vi. The points on the Q-Q plot not fit a strong straight line and it
showing slightly positivelye skewed distribution.
vii. The Shapiro-Wilk test for normality, p-value is less than .05, reject
H0 (the data is normally distributed) at 5% level of significance.
viii. Hence the variable is not normally distributed.
Histogram of Benev
40
30
Frequency
20
10
0
0 5 10 15 20 25 30
Benev
Normal Q-Q plot of Benev

30
20 25
Sample Quantiles
15
10
5
-2 -1 0 1 2
Theoretical Quantiles
data: data1$Benev
W = 0.98387, p-value = 0.1269
i. Histogram is showing a tight bell-shaped curve.
ii. The points on the Q-Q plot showing a fit strong straight line and it
showing slightly positively skewed distribution.
iii. The Shapiro-Wilk test for normality, p-value is greater than .05,
not reject H0 (the data is normally distributed) at 5% level of
significance.
iv. Hence the variable is normally distributed.
data: data1$Conform
W = 0.98461, p-value = 0.15
i. Histogram is showing not a tight bell-shaped curve.

v. The points on the Q-Q plot showing a fit strong straight line and
only lower and upper values are not fitting the straight line.
vi. The Shapiro-Wilk test for normality, p-value is greater than .05,
not reject H0 (the data is normally distributed) at 5% level of
significance.
vii. Hence the variable is normally distributed.
data: data1$Leader
W = 0.96256, p-value = 0.001196
i. Histogram is showing not a bell-shaped curve.
ii. The points on the Q-Q plot not showing a fit strong straight line
and both side distribution has extreme values.
iii. The Shapiro-Wilk test for normality, p-value is less than .05,
reject H0 (the data is normally distributed) at 5% level of
significance.
 Jointly multivariate normality check.

percentage<- (sum(q_value<=qchisq(.95,DOF)))/len
0.9538462
i. Histogram is showing a rightly skewed distribution, similar tp chi-
sq distribution.
ii. The points on the Q-Q plot showing a fit strong straight line.
iii. More than 95% observations lie below the critical value
(14.06714).
v. Hence the variables are jointly normally distributed.
 Power Transformation.
data: df$Supp
W = 0.98305, p-value = 0.105

data: df$Leader
W = 0.99258, p-value = 0.7276
percentage_1<- (sum(q_value<=qchisq(.95,DOF)))/len
[1] 0.9538462
More than 95% observations lie below the critical value (14.06714).
Q-Q plot shows a straight line.
Joint distribution is normally distributed.
After and before power transformation of variables, there is no such

significant difference, only fluctuation of Q-Q plot after transforming is
less compare before transforming.

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Multivariate Data Analysis - Assignment 2

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Multivariate Data Analysis (MNG 744)

1. Exercise 4.28 page no. 206.

Anderson-Darling normality test

 Normality Check using correlation.

2. Exercise 4.33 Page no 206.

q2 <- read.delim("~/phD/SEM 2/Multivariate analysis/assignment 2/stiffness

> q2 <- read.delim("~/phD/SEM 2/Multivariate analysis/assignment

Shapiro-Wilk normality test

#As p-value is >0.05, Shapiro-Wilk test shows data is normal. The p-

Shapiro-Wilk normality test

Shapiro-Wilk normality test

Shapiro-Wilk normality test

> #Bivariate Normality x2 x3

Correlation between ordered distances between X2 & X3 and chi-square

iii. Hence the two variables X3 and X4 follow bivariate normal

3. Exercise 4.39 Page no 207.

# Marginal normality check code

## Joinnly multivariate normality checks code.

# distance calculation code.

dd<- diag(X_Minus_mu %*% var_cov%*% t(X_Minus_mu))

# quantile calculation code.

# Power transform code.

Shapiro-Wilk normality test

Normal Q-Q plot of Benev

Shapiro-Wilk normality test

i. Histogram is showing not a tight bell-shaped curve.

 Jointly multivariate normality check.

W = 0.98305, p-value = 0.105

After and before power transformation of variables, there is no such

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dd<- diag(X_Minus_mu %% var_cov%% t(X_Minus_mu))