Esti_MMom_MCum {MultiStatM} | R Documentation |
Provides estimates of univariate and multivariate moments and cumulants up to order r. By default data are standardized; using only demeaned or raw data is also possible.
Esti_MMom_MCum(X, r, centering = FALSE, scaling = TRUE)
X |
d-vector data |
r |
The highest moment order (r >2) |
centering |
set to T (and scaling = F) if only centering is needed |
scaling |
set to T (and centering=F) if standardization of multivariate data is needed |
estMu.r
: the list of the multivariate moments up to order r
estCum.r
: the list of the multivariate cumulants up to order r
Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021.
Other Estimation:
Esti_EVSK()
,
Esti_Kurt_Variance_Th()
,
Esti_Skew_Mardia()
,
Esti_Skew_Variance_Th()
## generate random data from a 3-variate skew normal distribution
alpha<-c(10,5,0)
omega<-diag(3)
x<-distr_SkewNorm_Rand(50,omega,alpha)
## estimate the first three moments and cumulants from raw (uncentered and unstandardized) data
Esti_MMom_MCum(x,3,centering=FALSE,scaling=FALSE)
## estimate the first three moments and cumulants from standardized data
Esti_MMom_MCum(x,3,centering=FALSE,scaling=TRUE)