The package MultiStatM presents a vectorial approach to multivariate moments and cu- mulants. Functions provided concern algorithms to build set partitions and commutator matrices, multivariate d-Hermite polynomials; theoretical vector moments and vector cumulants of multivariate distributions and their conversion formulae. Applications discussed concern multivariate measures of skewness and kurtosis; asymptotic covariances for d-variate Hermite polynomials and multivariate moments and cumulants; Gram-Charlier approximations.
MultiStatM: Multivariate Statistical Methods in R / Terdik, György; Taufer, Emanuele. - In: THE R JOURNAL. - ISSN 2073-4859. - 16:4(2025), pp. 123-140. [10.32614/rj-2024-039]
MultiStatM: Multivariate Statistical Methods in R
Taufer, Emanuele
Secondo
2025-01-01
Abstract
The package MultiStatM presents a vectorial approach to multivariate moments and cu- mulants. Functions provided concern algorithms to build set partitions and commutator matrices, multivariate d-Hermite polynomials; theoretical vector moments and vector cumulants of multivariate distributions and their conversion formulae. Applications discussed concern multivariate measures of skewness and kurtosis; asymptotic covariances for d-variate Hermite polynomials and multivariate moments and cumulants; Gram-Charlier approximations.| File | Dimensione | Formato | |
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2024 - RJ - MultiStatM.pdf
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Descrizione: MultiStatM: Multivariate Statistical Methods in R
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