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MultiStatM
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]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.MultiStatM . MultiStatM results . MultiStatM.pdf . MultiStatM_2.0.0.tar.gz . MultiStatM_2.0.0.zip . MultiStatM_2.0.0.zip . MultiStatM_2.0.0.zip . MultiStatM_2.0.0.tgz . MultiStatM_2.0.0.tgz . MultiStatM_2.0.0.tgz . MultiStatM_2.0.0.tgz . MultiStatM archive . https://CRAN.R-project.org/package=MultiStatM .
First Published: 2022-08-23
Latest Update: 2023-06-12
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 29 Apr. 2025.
Previous versions and publish date:
Other packages that cited MultiStatM R package
View MultiStatM citation profile
Other R packages that MultiStatM depends,
imports, suggests or enhances
Complete documentation for MultiStatM
Functions, R codes and Examples using
the MultiStatM R package
Some associated functions: Esti_EVSK . Esti_Hermite_Poly_HN_Multi . Esti_Kurt_CMRSz . Esti_Kurt_Mardia . Esti_Kurt_Total . Esti_Kurt_Variance_Th . Esti_MMom_MCum . Esti_Skew_MRSz . Esti_Skew_Mardia . Esti_Skew_Variance_Th . Esti_Variance_Skew_Kurt . Hermite_Coeff . Hermite_CoeffMulti . Hermite_N_Cov_X1_X2 . Hermite_Nth . Hermite_Poly_HN . Hermite_Poly_HN_Multi . Hermite_Poly_NH_Inv . Hermite_Poly_NH_Multi_Inv . Partition_2Perm . Partition_DiagramsClosedNoLoops . Partition_Indecomposable . Partition_Pairs . Partition_Type_All . Permutation_Inverse . conv_Cum2Mom . conv_Cum2MomMulti . conv_Mom2Cum . conv_Mom2CumMulti . conv_Stand_Multi . distr_CFUSN_MomCum_Th . distr_CFUSN_Rand . distr_CFUSSD_Rand . distr_SkewNorm_EVSK_Th . distr_SkewNorm_MomCum_Th . distr_SkewNorm_Rand . distr_UniAbs_EVSK_Th . distr_Uni_EVSK_Th . distr_Uni_MomCum_Th . distr_Uni_Rand . distr_ZabsM_MomCum_Th . distr_Zabs_MomCum_Th . indx_Commutator_Kmn . indx_Commutator_Kperm . indx_Elimination . indx_Qplication . indx_Symmetry . indx_UnivMomCum . matr_Commutator_Kmn . matr_Commutator_Kperm . matr_Commutator_Mixing . matr_Commutator_Moment . matr_Elimination . matr_Qplication . matr_Symmetry .
Some associated R codes: Commutators.R . Distributions.R . Full MultiStatM package functions and examples
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