center.test |
One-sample location test |
commutation |
Commutation matrix for square matrices |
companies |
Financial data |
cork |
Cork borings |
duplication |
Duplication matrix |
dweights |
Distribution of the weights from a multivariate t-distribution |
envelope |
QQ-plot with simulated envelopes |
equicorrelation.test |
Equicorrelation test |
examScor |
Open/Closed book data |
fisher.info |
Fisher information matrix |
homogeneity.test |
Test of variance homogeneity of correlated variances |
kurtosis |
Mardia's multivariate kurtosis coefficient |
mvt.control |
Set control parameters |
PFM |
Returns from the Chilean Pension Funds |
pweights |
Distribution of the weights from a multivariate t-distribution |
qweights |
Distribution of the weights from a multivariate t-distribution |
rmt |
Multivariate-t random deviates |
Student |
Family object for the multivariate t-distribution |
Student.family |
Family object for the multivariate t-distribution |
studentFit |
Estimation of mean and covariance using the multivariate t-distribution |
Weights |
Distribution of the weights from a multivariate t-distribution |
wilson.hilferty |
Wilson-Hilferty transformation |