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 |
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Author | Gyorgy Terdik [aut], Emanuele Taufer [aut, cre] |
Maintainer | Emanuele Taufer <emanuele.taufer@unitn.it> |
License | GPL-3 |
Version | 2.0.0 |
Package repository | View on CRAN |
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