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)MultiStatM_2.1.0.zip(r-4.6)MultiStatM_2.1.0.zip(r-4.5)
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✨
card.svg |card.png
MultiStatM/json (API)
NEWS

# 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:

Conda:

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

cpp

2.00 score 5 scripts 187 downloads 50 exports 9 dependencies

Last updated from:24cfed420a. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK146
linux-devel-x86_64OK127
source / vignettesOK205
linux-release-arm64OK139
linux-release-x86_64OK136
macos-release-arm64OK127
macos-release-x86_64OK237
macos-oldrel-arm64OK150
macos-oldrel-x86_64OK378
windows-develOK99
windows-releaseOK144
windows-oldrelOK150
wasm-releaseOK91

Exports:CommutatorIndxCommutatorMatrCum2MomEdgeworthEliminIndxEliminMatrEVSKGenHypEVSKSkewNormEVSKSkewtEVSKUniSGramCharlierHermiteCoeffHermiteCov12HermiteNHermiteN2XIntEdgeworthIntGramCharlierIntHermiteNMargMomCumMom2CumMomCumCFUSNMomCumGenHypMomCumMVtMomCumSkewNormMomCumUniSMomCumZabsMTCEMVStandardizePartitionsPartitionTypeAllPermutationInvQplicIndxQplicMatrrCFUSNrCFUSSDrSkewNormrUniSSampleEdgSampleEVSKSampleGCSampleHermiteNSampleKurtSampleMomCumSampleSkewSampleVarianceSkewKurtSymIndxSymMatrUnivMomCumVarianceKurtVarianceSkew

Dependencies:arrangementsEQLgmplatticeMatrixmvtnormR6Rcppttutils

MultiStatM: overview

Rendered fromOverview.Rmdusingknitr::rmarkdownon May 25 2026.

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

Readme and manuals

Help Manual

Help pageTopics
Commutator IndexCommutatorIndx
Commutator MatrixCommutatorMatr
Convert cumulants to moments (univariate and multivariate)Cum2Mom
Edgeworth expansion of a multivariate densityEdgeworth
Distinct values selection vectorEliminIndx
Elimination MatrixEliminMatr
EVSK multivariate Generalized hyperbolicEVSKGenHyp
EVSK multivariate Skew NormalEVSKSkewNorm
EVSK multivariate Skew-tEVSKSkewt
EVSK of the Uniform distribution on the sphere or its modulusEVSKUniS
Gram-Charlier approximation to a multivariate densityGramCharlier
Coefficients of Hermite polynomialsHermiteCoeff
Covariance matrix for multivariate T-Hermite polynomialsHermiteCov12
Hermite Polynomials (Univariate and Multivariate)HermiteN
Inverse Hermite PolynomialHermiteN2X
Integrate Edgeworth densityIntEdgeworth
Integrate Gram Charlier densityIntGramCharlier
IntHermiteNIntHermiteN
Marginal moments and cumulants from T-vectorsMargMomCum
Convert moments to cumulants (univariate and multivariate)Mom2Cum
Moments and cumulants CFUSNMomCumCFUSN
Moments and cumulants of the multivariate Generalized Hyperbolic distributionMomCumGenHyp
Moments and cumulants Multivariate t-Student distributionMomCumMVt
Moments and cumulants d-variate Skew NormalMomCumSkewNorm
Moments and cumulants Uniform Distribution on the SphereMomCumUniS
Moments and Cumulants of the Central Folded Normal DistributionMomCumZabs
Multivariate tail conditional expectationMTCE
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 multivariate spherically symmetric distributionsrUniS
Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis vectorsSampleEVSK
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
Asymptotic Variance of the estimated kurtosis vectorVarianceKurt
Asymptotic Variance of the estimated skewness vectorVarianceSkew