Hi Pierre,

Thanks for the package it works well for multivariate case!
A quick follow-up question is, can this mdcov function take samples with missing values? 
If not, do you have any suggestion how to handle this case? As I understand this test is 
based on empirical characteristic function, thus I guess there is some way to calculate 
the test statistics ignoring the missing entries for each random variable?

Thanks and happy new year 2018!

Best,
Chongliang
chongliang.luo@uconn.edu
