Multivariate Statistical Methods

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Documentation for package ‘MultiStatM’ version 2.1.0

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

Help Pages

CommutatorIndx	Commutator Index
CommutatorMatr	Commutator Matrix
Cum2Mom	Convert cumulants to moments (univariate and multivariate)
Edgeworth	Edgeworth expansion of a multivariate density
EliminIndx	Distinct values selection vector
EliminMatr	Elimination Matrix
EVSKGenHyp	EVSK multivariate Generalized hyperbolic
EVSKSkewNorm	EVSK multivariate Skew Normal
EVSKSkewt	EVSK multivariate Skew-t
EVSKUniS	EVSK of the Uniform distribution on the sphere or its modulus
GramCharlier	Gram-Charlier approximation to a multivariate density
HermiteCoeff	Coefficients of Hermite polynomials
HermiteCov12	Covariance matrix for multivariate T-Hermite polynomials
HermiteN	Hermite Polynomials (Univariate and Multivariate)
HermiteN2X	Inverse Hermite Polynomial
IntEdgeworth	Integrate Edgeworth density
IntGramCharlier	Integrate Gram Charlier density
IntHermiteN	IntHermiteN
MargMomCum	Marginal moments and cumulants from T-vectors
Mom2Cum	Convert moments to cumulants (univariate and multivariate)
MomCumCFUSN	Moments and cumulants CFUSN
MomCumGenHyp	Moments and cumulants of the multivariate Generalized Hyperbolic distribution
MomCumMVt	Moments and cumulants Multivariate t-Student distribution
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
MTCE	Multivariate tail conditional expectation
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 multivariate spherically symmetric distributions
SampleEVSK	Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis vectors
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
VarianceKurt	Asymptotic Variance of the estimated kurtosis vector
VarianceSkew	Asymptotic Variance of the estimated skewness vector