Package: MultiStatM 2.1.0

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]

MultiStatM_2.1.0.tar.gz
MultiStatM_2.1.0.zip(r-4.7-x86_64)MultiStatM_2.1.0.zip(r-4.7-arm64)MultiStatM_2.1.0.zip(r-4.6-x86_64)MultiStatM_2.1.0.zip(r-4.6-arm64)MultiStatM_2.1.0.zip(r-4.5-x86_64)
MultiStatM_2.1.0.tgz(r-4.6-x86_64)MultiStatM_2.1.0.tgz(r-4.6-arm64)MultiStatM_2.1.0.tgz(r-4.5-x86_64)MultiStatM_2.1.0.tgz(r-4.5-arm64)
MultiStatM_2.1.0.tar.gz(r-4.7-arm64)MultiStatM_2.1.0.tar.gz(r-4.7-x86_64)MultiStatM_2.1.0.tar.gz(r-4.6-arm64)MultiStatM_2.1.0.tar.gz(r-4.6-x86_64)
MultiStatM_2.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
MultiStatM/json (API)

# Install 'MultiStatM' in R:

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

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

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

cpp

2.00 score 7 scripts 240 downloads 50 exports 9 dependencies

Last updated from:24cfed420a. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	131
linux-devel-x86_64	OK	133
source / vignettes	OK	185
linux-release-arm64	OK	144
linux-release-x86_64	OK	135
macos-release-arm64	OK	143
macos-release-x86_64	OK	270
macos-oldrel-arm64	OK	92
macos-oldrel-x86_64	OK	194
windows-devel-arm64	OK	204
windows-devel-x86_64	OK	276
windows-release-arm64	OK	212
windows-release-x86_64	OK	108
windows-oldrel-x86_64	OK	119
wasm-release	OK	111

Exports:CommutatorIndx CommutatorMatr Cum2Mom Edgeworth EliminIndx EliminMatr EVSKGenHyp EVSKSkewNorm EVSKSkewt EVSKUniS GramCharlier HermiteCoeff HermiteCov12 HermiteN HermiteN2X IntEdgeworth IntGramCharlier IntHermiteN MargMomCum Mom2Cum MomCumCFUSN MomCumGenHyp MomCumMVt MomCumSkewNorm MomCumUniS MomCumZabs MTCE MVStandardize Partitions PartitionTypeAll PermutationInv QplicIndx QplicMatr rCFUSN rCFUSSD rSkewNorm rUniS SampleEdg SampleEVSK SampleGC SampleHermiteN SampleKurt SampleMomCum SampleSkew SampleVarianceSkewKurt SymIndx SymMatr UnivMomCum VarianceKurt VarianceSkew

Dependencies:arrangements EQL gmp lattice Matrix mvtnorm R6 Rcpp ttutils

MultiStatM: overview

Rendered fromOverview.Rmdusingknitr::rmarkdown

Last update: 2026-01-25
Started: 2024-02-01

Help page	Topics
Commutator Index	CommutatorIndx
Commutator Matrix	CommutatorMatr
Convert cumulants to moments (univariate and multivariate)	Cum2Mom
Edgeworth expansion of a multivariate density	Edgeworth
Distinct values selection vector	EliminIndx
Elimination Matrix	EliminMatr
EVSK multivariate Generalized hyperbolic	EVSKGenHyp
EVSK multivariate Skew Normal	EVSKSkewNorm
EVSK multivariate Skew-t	EVSKSkewt
EVSK of the Uniform distribution on the sphere or its modulus	EVSKUniS
Gram-Charlier approximation to a multivariate density	GramCharlier
Coefficients of Hermite polynomials	HermiteCoeff
Covariance matrix for multivariate T-Hermite polynomials	HermiteCov12
Hermite Polynomials (Univariate and Multivariate)	HermiteN
Inverse Hermite Polynomial	HermiteN2X
Integrate Edgeworth density	IntEdgeworth
Integrate Gram Charlier density	IntGramCharlier
IntHermiteN	IntHermiteN
Marginal moments and cumulants from T-vectors	MargMomCum
Convert moments to cumulants (univariate and multivariate)	Mom2Cum
Moments and cumulants CFUSN	MomCumCFUSN
Moments and cumulants of the multivariate Generalized Hyperbolic distribution	MomCumGenHyp
Moments and cumulants Multivariate t-Student distribution	MomCumMVt
Moments and cumulants d-variate Skew Normal	MomCumSkewNorm
Moments and cumulants Uniform Distribution on the Sphere	MomCumUniS
Moments and Cumulants of the Central Folded Normal Distribution	MomCumZabs
Multivariate tail conditional expectation	MTCE
Standardize multivariate data	MVStandardize
General Partition Function	Partitions
Partitions, type and number of partitions	PartitionTypeAll
Inverse of a Permutation	PermutationInv
Qplication vector	QplicIndx
Qplication Matrix	QplicMatr
Random multivariate CFUSN	rCFUSN
Random multivariate CFUSSD	rCFUSSD
Random Multivariate Skew Normal	rSkewNorm
Random multivariate spherically symmetric distributions	rUniS
Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis vectors	SampleEVSK
Estimation of Sample Kurtosis (Mardia, MRSz, Total)	SampleKurt
Estimation of multivariate T-Moments and T-Cumulants	SampleMomCum
Estimation of Sample Skewness (Mardia, MRSz)	SampleSkew
Estimated Variance of skewness and kurtosis vectors	SampleVarianceSkewKurt
Symmetrizing vector	SymIndx
Symmetrizer Matrix	SymMatr
Asymptotic Variance of the estimated kurtosis vector	VarianceKurt
Asymptotic Variance of the estimated skewness vector	VarianceSkew

Package: MultiStatM 2.1.0

MultiStatM: Multivariate Statistical Methods

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Help Manual

Usage by other packages (reverse dependencies)