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".


Reference manual

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install.packages("MultiStatM")

2.1.0 by Emanuele Taufer, 8 months ago


Browse source code at https://github.com/cran/MultiStatM


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


Documentation:   PDF Manual  


GPL-3 license


Imports arrangements, Matrix, EQL, stats, mvtnorm, Rcpp

Suggests MASS, rmarkdown, knitr

Linking to Rcpp


See at CRAN