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: 1.2.1
Depends: R (≥ 2.10)
Imports: arrangements, Matrix, MASS, stats, mvtnorm
Suggests: rmarkdown, knitr
Published: 2024-01-31
DOI: 10.32614/CRAN.package.MultiStatM
Author: Gyorgy Terdik [aut], Emanuele Taufer [aut, cre]
Maintainer: Emanuele Taufer <emanuele.taufer at>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: MultiStatM results


Reference manual: MultiStatM.pdf
Vignettes: Overview


Package source: MultiStatM_1.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): MultiStatM_1.2.1.tgz, r-oldrel (arm64): MultiStatM_1.2.1.tgz, r-release (x86_64): MultiStatM_1.2.1.tgz, r-oldrel (x86_64): MultiStatM_1.2.1.tgz
Old sources: MultiStatM archive


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