SampleHermiteN

The vector x is standardized and the N-th d-variate polynomial is computed

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".

Emanuele Taufer

MultiStatM

Multivariate Statistical Methods

Gyorgy Terdik

SampleHermiteN function

<dl><dt>x</dt>
<dd>a d-variate data vector</dd>
<dt>N</dt>
<dd>the order of the d-variate Hermite polynomial</dd></dl>

Arguments

Estimate the N-th d-variate Hermite polynomial — SampleHermiteN

<dl>

<dt>x</dt>
<dd>a d-variate data vector</dd>


<dt>N</dt>
<dd>the order of the d-variate Hermite polynomial</dd>

</dl>

SampleHermiteN: Estimate the N-th d-variate Hermite polynomial

Description

Usage

Value

Arguments

Examples