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MultiStatM  

Multivariate Statistical Methods
View on CRAN: Click here


Download and install MultiStatM package within the R console
Install from CRAN:
install.packages("MultiStatM")

Install from Github:
library("remotes")
install_github("cran/MultiStatM")

Install by package version:
library("remotes")
install_version("MultiStatM", "2.0.0")



Attach the package and use:
library("MultiStatM")
Maintained by
Emanuele Taufer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-23
Latest Update: 2024-07-26
Description:
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".
How to cite:
Emanuele Taufer (2022). MultiStatM: Multivariate Statistical Methods. R package version 2.0.0, https://cran.r-project.org/web/packages/MultiStatM. Accessed 26 Jun. 2026.
Previous versions and publish date:
1.1.0 (2022-08-23 11:00), 1.2.0 (2023-06-12 19:30), 1.2.1 (2024-01-31 09:30), 2.0.0 (2024-07-26 17:00)
Other packages that cited MultiStatM R package
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Complete documentation for MultiStatM
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