MultiStatM: Multivariate Statistical Methods

Algorithms to build set partitions and commutator matrices and their use in the construction of multivariate d-Hermite polynomials; estimation and derivation of theoretical vector moments and vector cumulants of multivariate distributions; conversion formulae for multivariate moments and cumulants. Applications to estimation and derivation of multivariate measures of skewness and kurtosis; estimation and derivation of asymptotic covariances for d-variate Hermite polynomials, multivariate moments and cumulants and measures of skewness and kurtosis. The formulae implemented are discussed in Terdik (2021, ISBN:9783030813925), "Multivariate Statistical Methods".

Version: 1.1.0
Depends: R (≥ 2.10)
Imports: arrangements, primes, Matrix, MASS, stats
Suggests: rmarkdown, knitr
Published: 2022-08-23
Author: Gyorgy Terdik [aut], Emanuele Taufer [aut, cre]
Maintainer: Emanuele Taufer <emanuele.taufer at unitn.it>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: MultiStatM results

Documentation:

Reference manual: MultiStatM.pdf
Vignettes: Introduction

Downloads:

Package source: MultiStatM_1.1.0.tar.gz
Windows binaries: r-devel: MultiStatM_1.1.0.zip, r-release: MultiStatM_1.1.0.zip, r-oldrel: MultiStatM_1.1.0.zip
macOS binaries: r-release (arm64): MultiStatM_1.1.0.tgz, r-oldrel (arm64): MultiStatM_1.1.0.tgz, r-release (x86_64): MultiStatM_1.1.0.tgz, r-oldrel (x86_64): MultiStatM_1.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MultiStatM to link to this page.