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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 |
| 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 |
| Reference manual: | MultiStatM.pdf |
| Vignettes: |
Overview |
| Package source: | MultiStatM_1.2.1.tar.gz |
| Windows binaries: | r-devel: MultiStatM_1.2.1.zip, r-release: MultiStatM_1.2.1.zip, r-oldrel: MultiStatM_1.2.1.zip |
| 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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