Year: 2025
Type: article
Abstract: 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.
Source: The R Journal
Authors: György Terdik, Emanuele Taufer
Institutions: University of Debrecen, University of Trento
Language: English
Topic: Data Analysis with R
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4412516636