How to apply Henze-Zirkler's Multivariate Normality Test in Jupyter notebook with rpy2
I am interested in Applying Henze-Zirkler's Multivariate Normality Test in python 3x and I was wondering if I may do so in python in Jupyter notebook. I have fitted a VAR model with my data and the then I would like to test whether the residuals from this fitted VAR model are normally distributed. How may I do so in Jupyter notebook using python? This is another answer since I discover this method later. If you do not want to import the library of R into Python. One may call the output of R to python. i.e. one is capable of activating R function through python as follow: import rpy2.robjects