Multivariate Statistical Methods
Distinct values selection vector
Elimination Matrix
Coefficients of Hermite polynomials
Covariance matrix for multivariate T-Hermite polynomials
Marginal moments and cumulants from T-vectors
Convert moments to cumulants (univariate and multivariate)
Moments and cumulants CFUSN
Multivariate tail conditional expectation
Standardize multivariate data
Random multivariate CFUSSD
Random Multivariate Skew Normal
Random multivariate spherically symmetric distributions
Deprecated function
Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis v...
Deprecated function
Deprecated function
Estimation of Sample Kurtosis (Mardia, MRSz, Total)
Estimation of multivariate T-Moments and T-Cumulants
Commutator Index
Commutator Matrix
Convert cumulants to moments (univariate and multivariate)
Edgeworth expansion of a multivariate density
EVSK multivariate Generalized hyperbolic
EVSK multivariate Skew Normal
EVSK multivariate Skew-t
EVSK of the Uniform distribution on the sphere or its modulus
Gram-Charlier approximation to a multivariate density
Hermite Polynomials (Univariate and Multivariate)
Inverse Hermite Polynomial
Integrate Edgeworth density
Integrate Gram Charlier density
IntHermiteN
Moments and cumulants of the multivariate Generalized Hyperbolic distr...
Moments and cumulants Multivariate t-Student distribution
Moments and cumulants d-variate Skew Normal
Moments and cumulants Uniform Distribution on the Sphere
Moments and Cumulants of the Central Folded Normal Distribution
General Partition Function
Partitions, type and number of partitions
Inverse of a Permutation
Qplication vector
Qplication Matrix
Random multivariate CFUSN
Estimation of Sample Skewness (Mardia, MRSz)
Estimated Variance of skewness and kurtosis vectors
Symmetrizing vector
Symmetrizer Matrix
Deprecated function
Asymptotic Variance of the estimated kurtosis vector
Asymptotic Variance of the estimated skewness vector
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".