Multivariate Statistical Methods
Overview
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".
New features
- Introduced new functions EVSKGenHyp, EVSKSkewt, MomCumGenHyp, MomCumMVt, IntEdgeworth, IntGramCharlier, IntHermiteN, MTCE.
Breaking changes
SampleHermiteN()has been removed; useHermiteN()instead (now supports univariate and multivariate Hermite polynomials up to order N).SampleGC()andSampleEdg()have been replaced by the more efficientGramCharlier()andEdgeworth()functions.UnivMomCum()has been renamed toMargMomCum().
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 50 (4 internal)
- Examples that run
- 100%42 run in a plain check
- Exported functions with examples
- 84%
- Documented parameters
- 100%
- Return-value docs
- 92%
- Help pages citing references
- 74%
- Overview HTML
Downloads
Dependencies
Installing MultiStatM adds 7 packages (4 with compiled code, 3.1 MB of source tarballs). Heaviest: Rcpp 1.8 MB, mvtnorm 1.0 MB, gmp 163 KB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 2.1.0Latest2026-01-25 · current release · diff ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 50 exports
CommutatorIndx, CommutatorMatr, Cum2Mom, EVSKGenHyp, EVSKSkewNorm, EVSKSkewt, EVSKUniS, Edgeworth, EliminIndx, EliminMatr, GramCharlier, HermiteCoeff, HermiteCov12, HermiteN, HermiteN2X, IntEdgeworth, IntGramCharlier, IntHermiteN, MTCE, MVStandardize, MargMomCum, Mom2Cum, MomCumCFUSN, MomCumGenHyp, MomCumMVt, MomCumSkewNorm, MomCumUniS, MomCumZabs, PartitionTypeAll, Partitions and 20 more - RR 4.5.0 released · 2025-04-11
- 2.0.02024-07-26 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 1.2.12024-01-31 · diff ↗
- 1.2.02023-06-12 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.1.02022-08-23
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-08-23
- Total releases
- 5 / 4 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.4.0
- Download size
- 102 KB
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