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:	1.1.0
Depends:	R (≥ 2.10)
Imports:	arrangements, primes, Matrix, MASS, stats
Suggests:	rmarkdown, knitr
Published:	2022-08-23
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:	Introduction

Downloads:

Package source:	MultiStatM_1.1.0.tar.gz
Windows binaries:	r-devel: MultiStatM_1.1.0.zip, r-release: MultiStatM_1.1.0.zip, r-oldrel: MultiStatM_1.1.0.zip
macOS binaries:	r-release (arm64): MultiStatM_1.1.0.tgz, r-oldrel (arm64): MultiStatM_1.1.0.tgz, r-release (x86_64): MultiStatM_1.1.0.tgz, r-oldrel (x86_64): MultiStatM_1.1.0.tgz

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