Package: MultiStatM 2.0.0

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".

Authors:Gyorgy Terdik [aut], Emanuele Taufer [aut, cre]

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NEWS

# Install 'MultiStatM' in R:
install.packages('MultiStatM', repos = c('https://e-tau.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.30 score 2 scripts 203 downloads 38 exports 7 dependencies

Last updated 3 months agofrom:9a2dce95b9. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-winOKOct 25 2024
R-4.5-linuxOKOct 25 2024
R-4.4-winOKOct 25 2024
R-4.4-macOKOct 25 2024
R-4.3-winOKOct 25 2024
R-4.3-macOKOct 25 2024

Exports:CommutatorIndxCommutatorMatrCum2MomEliminIndxEliminMatrEVSKSkewNormEVSKUniSHermiteCoeffHermiteCov12HermiteNHermiteN2XMom2CumMomCumCFUSNMomCumSkewNormMomCumUniSMomCumZabsMVStandardizePartitionsPartitionTypeAllPermutationInvQplicIndxQplicMatrrCFUSNrCFUSSDrSkewNormrUniSSampleEVSKSampleGCSampleHermiteNSampleKurtSampleMomCumSampleSkewSampleVarianceSkewKurtSymIndxSymMatrUnivMomCumVarianceKurtVarianceSkew

Dependencies:arrangementsgmplatticeMASSMatrixmvtnormR6

MultiStatM: overview

Rendered fromOverview.Rmdusingknitr::rmarkdownon Oct 25 2024.

Last update: 2024-07-27
Started: 2024-02-01

Readme and manuals

Help Manual

Help pageTopics
Commutator IndexCommutatorIndx
Commutator MatrixCommutatorMatr
Convert cumulants to moments (univariate and multivariate)Cum2Mom
Distinct values selection vectorEliminIndx
Elimination MatrixEliminMatr
EVSK multivariate Skew NormalEVSKSkewNorm
EVSK of the Uniform distribution on the sphere or its modulusEVSKUniS
Coefficients of Hermite polynomialsHermiteCoeff
Covariance matrix for multivariate T-Hermite polynomialsHermiteCov12
Hermite Polynomials (Univariate and Multivariate)HermiteN
Inverse Hermite PolynomialHermiteN2X
Convert moments to cumulants (univariate and multivariate)Mom2Cum
Moments and cumulants CFUSNMomCumCFUSN
Moments and cumulants d-variate Skew NormalMomCumSkewNorm
Moments and cumulants Uniform Distribution on the SphereMomCumUniS
Moments and Cumulants of the Central Folded Normal DistributionMomCumZabs
Standardize multivariate dataMVStandardize
General Partition FunctionPartitions
Partitions, type and number of partitionsPartitionTypeAll
Inverse of a PermutationPermutationInv
Qplication vectorQplicIndx
Qplication MatrixQplicMatr
Random multivariate CFUSNrCFUSN
Random multivariate CFUSSDrCFUSSD
Random Multivariate Skew NormalrSkewNorm
Random Uniform on the sphererUniS
Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis vectorsSampleEVSK
Gram-Charlier approximation to a multivariate densitySampleGC
Estimate the N-th d-variate Hermite polynomialSampleHermiteN
Estimation of Sample Kurtosis (Mardia, MRSz, Total)SampleKurt
Estimation of multivariate T-Moments and T-CumulantsSampleMomCum
Estimation of Sample Skewness (Mardia, MRSz)SampleSkew
Estimated Variance of skewness and kurtosis vectorsSampleVarianceSkewKurt
Symmetrizing vectorSymIndx
Symmetrizer MatrixSymMatr
Univariate moments and cumulants from T-vectorsUnivMomCum
Asymptotic Variance of the estimated kurtosis vectorVarianceKurt
Asymptotic Variance of the estimated skewness vectorVarianceSkew