Multivariate normal distribution is assumed by a number of multivariate tests. PAST computes Mardia's multivariate skewness and kurtosis, with tests based on chi-squared (skewness) and normal (kurtosis) distributions. A powerful omnibus (overall) test due to Doornik & Hansen (1994) is also given. If at least one of these tests show departure from normality (small p value), the distribution is significantly non-normal. Sample size should be reasonably large (>50), although a small-sample correction is also attempted for the skewness test.
Missing data supported by column average substitution.
References
Doornik, J.A. & H. Hansen. 1994. An omnibus test for univariate and multivariate normality. W4&91 in Nuffield Economics Working Papers.
Mardia, K.V. 1970. Measures of multivariate skewness and kurtosis with applications. Biometrika 36:519-530.