Multivariate Statistical Methods

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Documentation for package ‘MultiStatM’ version 1.2.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

conv_Cum2Mom	Convert cumulants to moments (univariate)
conv_Cum2MomMulti	Convert T-cumulants to T-moments (multivariate)
conv_Mom2Cum	Convert moments to cumulants (univariate)
conv_Mom2CumMulti	Convert T-moments to T-cumulants (multivariate)
conv_Stand_Multi	Standardize multivariate data
distr_CFUSN_MomCum_Th	Moments and cumulants CFUSN
distr_CFUSN_Rand	Random multivariate CFUSN
distr_CFUSSD_Rand	Random multivariate CFUSSD
distr_SkewNorm_EVSK_Th	EVSK multivariate Skew Normal
distr_SkewNorm_MomCum_Th	Moments and cumulants d-variate Skew Normal
distr_SkewNorm_Rand	Random Multivariate Skew Normal
distr_UniAbs_EVSK_Th	Moments of the modulus of the Uniform distribution on the sphere
distr_Uni_EVSK_Th	EVSK Uniform on the sphere
distr_Uni_MomCum_Th	Moments and cumulants Uniform Distribution on the Sphere
distr_Uni_Rand	Random Uniform on the sphere
distr_ZabsM_MomCum_Th	Moments and cumulants multivariate central folded Normal distribution
distr_Zabs_MomCum_Th	Moments and cumulants Central folded Normal distribution
Esti_EVSK	Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis vectors
Esti_Gram_Charlier	Gram-Charlier approximation to a multivariate density
Esti_Hermite_Poly_HN_Multi	Estimate the N-th d-variate Hermite polynomial
Esti_Kurt_Mardia	Estimation of Mardia's Kurtosis Index
Esti_Kurt_MRSz	Estimation of Mori, Rohatgi, Szekely (CMRSz's) kurtosis matrix
Esti_Kurt_Total	Estimation of the Total Kurtosis Index
Esti_Kurt_Variance_Th	Asymptotic Variance of the estimated kurtosis vector
Esti_MMom_MCum	Estimation of multivariate T-Moments and T-Cumulants
Esti_Skew_Mardia	Estimation of Mardia's Skewness index
Esti_Skew_MRSz	Estimation of Mori, Rohatgi, Szekely (MRSz's) skewness vector
Esti_Skew_Variance_Th	Asymptotic Variance of the estimated skewness vector
Esti_Variance_Skew_Kurt	Estimated Variance of skewness and kurtosis vectors
Hermite_Coeff	Coefficients of univariate Hermite polynomials
Hermite_CoeffMulti	Coefficients of multivariate T-Hermite polynomials for standardized variate
Hermite_Nth	T-Hermite polynomial with order N at standardized vector x
Hermite_N_Cov_X1_X2	Covariance matrix for multivariate T-Hermite polynomials
Hermite_Poly_HN	Univariate Hermite polynomials
Hermite_Poly_HN_Multi	Multivariate T-Hermite polynomials
Hermite_Poly_NH_Inv	Inverse univariate Hermite polynomial
Hermite_Poly_NH_Multi_Inv	Inverse of d-variate T-Hermite Polynomial
indx_Commutator_Kmn	Index vector for commutation of T-products of two vectors
indx_Commutator_Kperm	Index vector for commutation of T-products of any number of vectors
indx_Commutator_Mixing	Index commutator mixing
indx_Commutator_Moment	Linear combination of moments
indx_Elimination	Distinct values selection vector
indx_Qplication	Qplication vector
indx_Symmetry	Symmetrizing vector
indx_UnivMomCum	Univariate moments and cumulants from T-vectors
matr_Commutator_Kmn	Commutation matrix
matr_Commutator_Kperm	Commutator for T-products of vectors
matr_Commutator_Mixing	Mixing commutator
matr_Commutator_Moment	Commutator matrix for moment formulae
matr_Elimination	Elimination Matrix
matr_Qplication	Qplication Matrix
matr_Symmetry	Symmetrizer Matrix
Partition_2Perm	Permutation of elements according to partition pU
Partition_DiagramsClosedNoLoops	Closed Diagrams without Loops
Partition_Indecomposable	Building indecomposable partitions
Partition_Pairs	Partition into pairs of the set 1:N
Partition_Type_All	Partitions, type and number of partitions
Permutation_Inverse	Inverse of a Permutation