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MultiStatM

2.1.0Package record

Multivariate Statistical Methods

0packages depend
2.8Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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".

Changes in 2.1.0

New features

  • Introduced new functions EVSKGenHyp, EVSKSkewt, MomCumGenHyp, MomCumMVt, IntEdgeworth, IntGramCharlier, IntHermiteN, MTCE.

Breaking changes

  • SampleHermiteN() has been removed; use HermiteN() instead (now supports univariate and multivariate Hermite polynomials up to order N).
  • SampleGC() and SampleEdg() have been replaced by the more efficient GramCharlier() and Edgeworth() functions.
  • UnivMomCum() has been renamed to MargMomCum().

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 3.1 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.1.0
READMENoVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 2.1.0Citation fileNoWebsitenot declared in DESCRIPTION
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%
Vignettes (1)

Downloads

2.8K
CRAN downloads in the past year
Rank #18,736 · ~8/day · ~234/mo
Daily download trend is not available in this view yet.
25330 days
68590 days
2.8K1 year
Compare downloads with other packages →
Also on300 r2u9 autocran

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

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.

Depends (1)
R >= 3.4.0
Imports (6)
LinkingTo (1)
Suggests (3)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (2)
Author, Maintainer since 1.1.0 (2022)
Releases (5)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 2.1.0Latest
    record
    2026-01-25 · 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
  • R
    R 4.5.0 released · 2025-04-11
  • 2.0.0
    record
    2024-07-26 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 1.2.1
    record
    2024-01-31 · diff ↗
  • 1.2.0
    record
    2023-06-12 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 1.1.0
    record
    2022-08-23
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("MultiStatM")
Taufer, E., & Terdik, G. (2026). MultiStatM: Multivariate Statistical Methods (Version 2.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.MultiStatM

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for MultiStatM version 2.1.0 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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