Crandore Hub

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".

Versions across snapshots

VersionRepositoryFileSize
2.1.0 rolling linux/jammy R-4.5 MultiStatM_2.1.0.tar.gz 385.3 KiB
2.1.0 rolling linux/noble R-4.5 MultiStatM_2.1.0.tar.gz 385.8 KiB
2.1.0 rolling source/ R- MultiStatM_2.1.0.tar.gz 103.1 KiB
2.1.0 latest linux/jammy R-4.5 MultiStatM_2.1.0.tar.gz 385.3 KiB
2.1.0 latest linux/noble R-4.5 MultiStatM_2.1.0.tar.gz 385.8 KiB
2.1.0 latest source/ R- MultiStatM_2.1.0.tar.gz 103.1 KiB
2.1.0 2026-04-26 source/ R- MultiStatM_2.1.0.tar.gz 103.1 KiB
2.1.0 2026-04-23 source/ R- MultiStatM_2.1.0.tar.gz 103.1 KiB
2.1.0 2026-04-09 windows/windows R-4.5 MultiStatM_2.1.0.zip 707.7 KiB
2.0.0 2025-04-20 source/ R- MultiStatM_2.0.0.tar.gz 86.4 KiB

Dependencies (latest)

Imports

LinkingTo

Suggests