Multivariate Statistical Methods


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Documentation for package ‘MultiStatM’ version 2.0.0

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CommutatorIndx Commutator Index
CommutatorMatr Commutator Matrix
Cum2Mom Convert cumulants to moments (univariate and multivariate)
EliminIndx Distinct values selection vector
EliminMatr Elimination Matrix
EVSKSkewNorm EVSK multivariate Skew Normal
EVSKUniS EVSK of the Uniform distribution on the sphere or its modulus
HermiteCoeff Coefficients of Hermite polynomials
HermiteCov12 Covariance matrix for multivariate T-Hermite polynomials
HermiteN Hermite Polynomials (Univariate and Multivariate)
HermiteN2X Inverse Hermite Polynomial
Mom2Cum Convert moments to cumulants (univariate and multivariate)
MomCumCFUSN Moments and cumulants CFUSN
MomCumSkewNorm Moments and cumulants d-variate Skew Normal
MomCumUniS Moments and cumulants Uniform Distribution on the Sphere
MomCumZabs Moments and Cumulants of the Central Folded Normal Distribution
MVStandardize Standardize multivariate data
Partitions General Partition Function
PartitionTypeAll Partitions, type and number of partitions
PermutationInv Inverse of a Permutation
QplicIndx Qplication vector
QplicMatr Qplication Matrix
rCFUSN Random multivariate CFUSN
rCFUSSD Random multivariate CFUSSD
rSkewNorm Random Multivariate Skew Normal
rUniS Random Uniform on the sphere
SampleEVSK Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis vectors
SampleGC Gram-Charlier approximation to a multivariate density
SampleHermiteN Estimate the N-th d-variate Hermite polynomial
SampleKurt Estimation of Sample Kurtosis (Mardia, MRSz, Total)
SampleMomCum Estimation of multivariate T-Moments and T-Cumulants
SampleSkew Estimation of Sample Skewness (Mardia, MRSz)
SampleVarianceSkewKurt Estimated Variance of skewness and kurtosis vectors
SymIndx Symmetrizing vector
SymMatr Symmetrizer Matrix
UnivMomCum Univariate moments and cumulants from T-vectors
VarianceKurt Asymptotic Variance of the estimated kurtosis vector
VarianceSkew Asymptotic Variance of the estimated skewness vector