There are R packages that would indicate each individual variable’s normality. The R package nortest contains five normality tests: (1) the ad.test (Anderson–Darling), (2) cvm.test (Cramer–von Mises), (3) lillie.test (Kolmogorov–Smirnov), (4) pearson.test (Pearson chi-square), and (5) sf.test (Shapiro–Francia). Thode (2002) discussed the pros and cons of each normality test. The Anderson–Darling test is recommended by M. A. Stephens (1986). You would install the package, load the package, and run each function with each of the variables in the data set. The initial set of R commands were as follows: