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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: 2.0.0
Depends: R (≥ 2.10)
Imports: arrangements, Matrix, MASS, stats, mvtnorm
Suggests: rmarkdown, knitr
Published: 2024-07-26
DOI: 10.32614/CRAN.package.MultiStatM
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: Overview

Downloads:

Package source: MultiStatM_2.0.0.tar.gz
Windows binaries: r-devel: MultiStatM_2.0.0.zip, r-release: MultiStatM_2.0.0.zip, r-oldrel: MultiStatM_2.0.0.zip
macOS binaries: r-release (arm64): MultiStatM_2.0.0.tgz, r-oldrel (arm64): MultiStatM_2.0.0.tgz, r-release (x86_64): MultiStatM_2.0.0.tgz, r-oldrel (x86_64): MultiStatM_2.0.0.tgz
Old sources: MultiStatM archive

Linking:

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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