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".

Package details

AuthorGyorgy Terdik [aut], Emanuele Taufer [aut, cre]
MaintainerEmanuele Taufer <emanuele.taufer@unitn.it>
LicenseGPL-3
Version2.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MultiStatM")

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MultiStatM documentation built on Sept. 11, 2024, 6:01 p.m.