MultiStatM: Multivariate Statistical Methods in R
Gyorgy H. Terdik, Emanuele Taufer · The R Journal · 2025
The package MultiStatM presents a vectorial approach to multivariate moments and cumulants. Functions provided concern algorithms to build set partitions and commutator matrices, multivariate d-Hermite polynomials; theoretical vector moments and vector cumulants of multivariate distributions and their conversion formulae. Applications discussed concern multivariate measures of skewness and kurtosis; asymptotic covariances for d-variate Hermite polynomials and multivariate moments and cumulants; Gram-Charlier approximations.