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Tests the data in the TableOfReal that belong to the components of the GaussianMixture for normality according to an adapted version of the BHEP multivariate normality test.
beta = 1/(√2) (2p+1)1/(p+4) n1/(p+4), |
where n is the effective number of elements in the component, and p is the dimension of the data.
© djmw 20190728